The 'Empire State of Mind' singer hosted the Black Ball in London last night alongside Mark Ronson, in order to raise money for families suffering from HIV/AIDS in India and Africa.
Speaking alongside her husband Swizz Beatz to MTV about the duet, Keys remarked: "I think he started that! Look at this guy, he's like a rumour starter.
"He was like, 'I think I started something that we gotta finish'… Listen, Adele is one of our favourite artists and I think she's very special and she has a beautiful style about her."
Keys will release a 10th anniversary edition of her debut album Songs in A Minor on June 28.
A Collector's Edition of the record will also include an exclusive documentary about the making of the album, as well as interviews with Keys's family and friends.
Watch the trailer for the exclusive documentary below: