The 71-year-old singer, who took a break from rehearsing for their 15-date Zip Code tour, said King had an illustrious career, reported Rolling Stones magazine.
"I was just looking at a picture of me and BB backstage at Madison Square Garden. He played with us at a lot of gigs on that tour. We last played with him in a blues concert at the White House. It's sad. He had such a huge, long career. It's sad that we won't be listening to him live anymore," he said.
King, the Blues legend who redefined an era with classics like 'The Thrill Is Gone", "Please Love Me," and "My Lucille," died last week.