"The blood clot thing was probably the scariest because ... I've known people who have passed away from that," he told PEOPLE at New York's Teqa Restaurant and Tequila Bar, where he was deejaying an event Wednesday night.
"I thought I was getting better," said Cannon, 31, "and then that happened, so that kind of came out of nowhere."
Cannon, who stepped down from his New York-based radio show in February to continue his recovery, said doctors have told him his kidney condition is "something I'm going to be living with all my life."
"I'm just trying to make sure I put my health first," he told PEOPLE, adding that he tries to get six hours of sleep a night and has been taking it easy at home.
He also revealed that the kidney disease was a result of an "autoimmune disease that [doctors] found in my system," and his blood clots were directly connected to his kidney infection.
"It's a lot of stuff," said Cannon, "but it's all in order now."
When asked by PEOPLE if his condition was hereditary, Cannon said, "They kind of say [my] autoimmune [disease] is – like a lupus type of thing, but no one else in my family has it."
For now, Cannon is just focusing on getting better – as well as on his young family with wife Mariah Carey.
"I feel blessed to be alive," Cannon said. "If it wasn't discovered, I don't know [what would have happened]."