The music legend, when asked by Cohen on Wednesday about what would surprise people about Prince, said that the late singer was lonely.
"I don't know if it showed but he was a lonely person," Khan said before explaining how she had not talked to Prince during the last year of his life and how she wasn't aware of any of the health issues he was having.
Khan when asked from a fan who she thought had the best performance at Aretha Franklin's funeral, responded with Grande.
"Ariana did a great job," she said before teasing a future collaboration between herself and the pop star in the form of a song that will appear in an upcoming film that is being kept under wraps.
Khan's 1984 song "Through the Fire," was famously sampled in West's 2004 track "Through the Wire." Khan, however, was not happy with how West used her voice in his breakthrough hit.
Khan said that her conversations with West about sampling "Through the Fire" went "very differently" than how the finished product turned out.
"I thought it was a little insulting. Not insulting, I thought it was stupid," she said of how her voice sounds on "Through the Wire." "If I'd known he was going to do that I would have said hell no."