"When I heard him say to me, I have no friends, it brought back when I went through depression because you really feel so alone," Osmond, 51, says on Thursday's The Oprah Winfrey Show. "I'm not a depressed person, but I understand that place, that darkness.
"I told him … Mike, I'm gonna be there Monday and it's gonna be okay," she continues. "But depression doesn't wait till Monday."
Bryan committed suicide last February by jumping to his death from his apartment in downtown Los Angeles.
"I've been through some tough things in my life," says Osmond, whose 2001 memoir Behind the Smile detailed her own battle with postpartum depression. "This is … probably the hardest thing I've been through."
When Winfrey asks Osmond whether she lives with regrets, Osmond replies, "I think there's always 'what if's.' What if I had just put him on a plane and said come be with me, or gone there? I think if you live in 'what if's,' you stop living."
Osmond also addresses the reasons she chose to head back to work only weeks after his death.
"It was really hard," she says. "It was a calculated decision. I'm unique, I guess. I'm a female in the entertainment business who has been working 48 years consistently. My stage is my safe place. It doesn't scare me, like I guess it scares some people. And I knew that if I didn't get back on stage that I may never get back on stage."