The former couple had fought for years over custody of their 6-year-old son Zander, who was placed in foster care along with his 10-month-old brother Zayne, this month. McCready's family said she had been drinking and using drugs again, and wasn't caring for her children.
The baby's father, McCready's then-fiance David Wilson, was found dead of a gunshot wound in January. McCready denied any involvement in his death, which remains under investigation.
McCready, 37, died of an apparent self-inflected gunshot wound Sunday afternoon. She reportedly shot her dog before she killed herself.
"As sad as it is, it didn't come as a major shock," McKnight said on the "Today" show Monday.
"She's just been battling demons for so long," he said. "I was around her when she attempted suicide twice, so I knew it was in her. ... I feel for her mother and her family and especially my son."
McKnight said he wants Zander to live with him.
"He needs to come home," he said, adding, "I don't know what is going to happen to Zayne."