Speaking with ET's Matt Cohen on the set of his celebrated game show, The Price Is Right, Carey admitted that Saget's death "really shook me."
"I was friends with Norm [Macdonald] and Bob Saget too. I really don't like being at an age where people I know, and personally know, are dying," Carey, 63, shared. "Bob was honestly like the nicest guy."
"I met him when I first started out, quite a few times, at a local comedy club in Cleveland," Carey recalled. "Once, he invited me to a taping a Full House when I was out here in L.A., and it's one of the reasons I missed my first Tonight Show [performance]. That invitation to go see the taping, in some kind of weird way, really affected much of my career. He was very supportive and mentored me and gave me advice and was always so kind to me and nice."
Carey remembered how, before he was ever a working comic himself, he would go see Saget do stand-up and it was an amazing experience.
"I would just go as a customer and seeing him when he was there, and he would pack the place because he had such a good rep," Carey recalled. "Once he was there once, everybody wanted to come back and see him again. And I've seen him do two hour shows, two-and-a-half hour shows. I've once seen him do five curtain calls, five standing ovations... He was so funny."
Saget died unexpectedly on Sunday in a hotel room in Orlando, Florida, just hours after he finished a stand-up show just outside of Jacksonville the evening prior. He was 65.
According to an incident report released by the Orange County Sheriff’s Office, Saget was found by hotel security at the Ritz-Carlton after his wife asked if someone could check on him. According to the report, Rizzo was called by hotel staff after they entered the room and found Saget on the bed with his hand on his chest.
"I love hanging out with him, I loved seeing him. Everybody that knows this guy, that knew him, you became like instant friends," Carey shared. "You felt like you were his best friend when you got done talking, he's just so friendly. And I'm telling you, he was one of the funniest people I've ever met in my life. So funny."
While still recovering from the shock of Saget's death, Carey is also working on hosting a special episode of The Price Is Right that is a celebration of the country's first responders. On Wednesday night, Carey is hosting a primetime Price Is Right with an audience that is comprised entirely of first responders and front-line workers in life-saving jobs.
"What I love about doing the show is we do special shows to honor people that should be honored, just so you don't forget about them," Carey shared. "Like, it's easy to forget -- if you don't see these people every day -- that they exist or the kind of job they're doing. So anytime somebody can amplify the good work that people are doing, I think it's a good thing and I'm really glad to be a part of it here at The Price Is Right."
The Price Is Right At Night primetime special, honoring first responders, airs Wednesday, Jan. 12 at 8 p.m. ET/PT on CBS.