Prince's Former Flame Sheila E. Mourns Death of Music Legend: 'Thank God Love Lives Forever'

04/21/2016 AT 04:15 PM EDT

Prince's former flame and collaborator Sheila E. is mourning the death of the music legend.

"The meaning of the word loss has taken on a new meaning this day," she tells PEOPLE in a statement. "Thank God love lives forever."

The "Purple Rain" singer was found dead at his Paisley Park compound in Chanhassen, Minnesota, on Thursday, the Carver County Sheriff's Office announced.

Prince and Sheila E. began working together in the 80s when she lent her drumming skills to the singer's band.

Rumors of a love affair circulated when she left her family and friends in the Bay Area and relocated to a home close to Prince's Minnesota recording complex.

Sheila E. revealed in her memoir The Beat of My Own Drum that not only did she and the singer date, but the two were engaged.

Although the star has been romantically linked to a slew of women over the years, he opted for the married life in 1996 when he wed his then backup singer and dancer Mayte Garcia. Their union was annulled in 1998.

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Years later, in 2001, Prince married Manuela Testolini Nelson, a former employee at his charitable foundation.

She filed for divorce in 2006 and Prince's personal lawyer then, Patrick Cousins, told PEOPLE that the split wasn't "something he wanted."
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