The Celebrity Big Brother star buried Connor Saunders on Friday, after the 19-year-old was killed by a single punch to the head on a night out with friends last month. Cocozza was asked by Saunders's mum Darranto to be a pallbearer at the funeral.
Recalling the ordeal, the former X Factor contestant told The Sun: "I'd been on a night out. I was still half asleep when my phone rang again. It was my mate Olly, who told me that Connor was in intensive care and the doctors had given him two hours to live.
"I threw on my clothes, grabbed my wallet and ran out of the hotel, leaving everything else behind. I didn't realise I'd left my passport in my room. I felt like I had let him down. I had to spend the next five hours on a train, where I just sat and cried."
Of their close friendship, Cocozza said: "We went to nursery, then primary school and high school together. His house was like a second home for me, and vice versa.
"Connor was how I hoped eventually to turn out myself. He was the bloke that everyone looked up to as an example of how you should live your life.
"Before X Factor, when I spent my days smoking weed while my mum was at work, he'd turn round to me and say, 'Come on Frankie, sort yourself out'. He never judged me - he just wanted me to make something of myself."
Cocozza added: "We used to talk about how when we got married we'd be best man for each other, and that our kids would be best mates just like we've always been.
"I keep torturing myself thinking how Connor can't be my best man anymore - and how he won't ever have kids that will be able to grow up alongside mine. It breaks my heart."