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Nikki died earlier this month on 9th April, at the age of 38, following a battle with anorexia.
In his Heat column, Pete, 39, explained Nikki had sent him a positive message, not long before her death.
"I told myself she'd get well again and we planned to do Kate Bush karaoke together one day as a duet when she was better," he wrote.
"She smiled and said, 'Yes! When I'm well again'. So, she was up for getting better... A few days later, she texted my to say. 'Hey Petie, all good my end. Starting a clinic on Monday, which is good. And the sun is shining today!'"
Pete also explained he was even planning on organising a special message from one of Nikki's favourite artists, Kate Bush.
"I was looking to contact Kate Bush to see if she could send Nikki a message as I honestly thought that giving her a boost from her hero would help her start to feel more positive and recover," he wrote.
Ever since Pete and Nikki appeared on Big Brother together, they remained close friends.
Just weeks before Nikki's death, the Big Brother star had checked into a private hospital using £65,500 funded by friends and fans. And when Nikki's fundraiser was shared last month, in a bid to raise money for her hospital treatment, Pete shared the link on his own page as well as a photo of the pair.
"Pete and Nikki March 2021 visiting my nikki and still cuddling to this day :)," he wrote. "Remember the fundraiser to help get her into a specialist anorexia clinic is in my bio!"
When the news broke that Nikki had passed away, Pete shared an emotional tribute to his friend.
"Hey guys... um, Nikki, yeah. I just wanna say thank you for all your support and love since the fundraiser came out," he said in the footage.
"The amount of love and support for Nikki was really amazing. Heartwarming was a good word for it, and I thought to myself, yeah we could save her. But [sighs, and starts to cry], yeah we didn't.
"But it's ok, she's in a good place and she'd not suffering any more. So I'd just like to raise a glass, or a f*cking bottle more like, for Nikki Grahame, and all the love from us at Big Brother 7."
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