March 10, 2016 01:00 PM

Larry King says his long friendship with the former First Lady Nancy Reagan was formed via an instant kinship and was never political.

“I was this Jewish kid from Brooklyn, she was this lady from Queens so there was a lot of New York in both of us,” King tells PEOPLE. The talk show host recorded his own tribute to the late, great lady, and saluted her spirit and total class.

“We lost a great American and a great lady this week, and a good friend of ours Nancy Reagan,” King says in his video. “I first met Nancy when she was First Lady and she invited me and my daughter to a musical tribute they were doing that night with Marvin Hamlisch and others. We struck up a friendship that lasted all these years so many wonderful evenings with her and my wife Shawn.”

King remembers their many get togethers and long discussions about personal issues, gossip and life in general.

“She confided in me, took me into her thinking about many things, and I always enjoyed every moment with her,” says King. “Nancy Reagan will be sorely missed. She was and is class.”

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