He didn't know Ledger, the actor told Oprah, but "I have an impression, a strong impression, I would have liked him very much as a man if I had".
Tragically, we'll never know. But to borrow from Oscar Wilde, you'd need a heart of stone to watch that without laughing.
Yet I was as upset as anyone at the news of Bowie's death and, given my long-standing aversion to grief porn, had to work out what was different in this case. For a start, this is a real loss. Something has gone missing. Bowie counts as an artist in popular music, one of the most dominant art forms of the 20th century. He is and will remain part of our shared heritage.
Despite all the awful albums and the worse videos that will be soon forgotten, there is a core of masterpieces scattered throughout the length of his career, culminating miraculously in last week's Blackstar album. Not many of us are still humming Diana's hits 18 years later. And don't hold your breath for that Heath Ledger retrospective.
A core of masterpieces is scattered throughout the length of his career, culminating miraculously in last week's Blackstar.
There is a legacy of personal inspiration for many people in Bowie's interests. He was always just ahead of the zeitgeist. His early cross-dressing, gender-fluid personae were a stone thrown in a pond whose ripples are still spreading, He was a tipping point for enthusiastically embracing the transgressive - even if his own commitment was fleeting. He can also be seen as the patron saint of the short attention span, that dominant feature of the digital age.
He showed us how to age. He went from famous - a status he achieved almost instantly in his early 20s by simply declaring himself a star - to obscure, spending most of his last two decades as a "house husband".
He was nothing if not a controlled and calculating man, notoriously ruthless when it came to getting what he wanted and discarding people who had served their purpose.
So it's surely no coincidence that his death was so perfectly managed. It came a few days after his birthday, not long after the opening of a new theatre piece in New York and following the release of an album that was about his death. It's impossible to believe this sequence of events wasn't as calculated and controlled as anything else in his life.
So in the end, he showed us how to deal with our own ends. For baby boomers at the age we are now the question of how to die is an increasingly public preoccupation. In the end, Bowie led the zeitgeist again.