The 32-year-old former Babyshambles frontman forged a friendship with Winehouse last year as they helped support each other through their drug addictions.
Doherty told The People: "I'm struggling with f**king everything because I'm so bewildered about what happened to Amy. I was in bed when I heard the news of her death. Someone had to wake me up to tell me. I couldn't take it in and still can't.
"Coming to terms with what has happened is almost impossible. It's hard to think she's not with us anymore."
In 2010, Winehouse and Doherty were rumoured to be writing music together and she even reportedly told him that he was welcome to move into her London home.
Doherty was released from prison last month after serving five months of a six-month sentence for possession of cocaine back in May.
Doherty could still face further charges of burglary after claims were made that he had stolen a guitar from a German music shop while on a night out.
Watch the video for Pete Doherty's 'Last of the English Roses' below: