Prince opened up in a way that most of his fans never get to see during a show in Melbourne, Australia. On Monday (Feb. 15), the legendary musician took the stage to perform in the latest stop on his "Piano and a Microphone" tour but was clearly affected by the news that his onetime lover and former protege Vanity had died after a long battle with kidney disease.

"I just found out a little while ago that someone dear to us has passed away, so I'm going to dedicate this song to her," Prince told the audience before performing a stripped-down version of "Little Red Corvette."

He also turned a performance of his classic Purple Rain ballad "The Beautiful Ones" into an ode to her. After singing the lyric "I'm begging down on my knees," he ad-libbed "Denise." Later, in "The Ladder," he changed the woman's name in the song from "Electra" to "Vanity."

"I'm trying to stay focused, it's a little heavy for me tonight. Just keep jamming," he told the audience.

Prince met Denise Matthews in the early 1980s when the former model was intent on pursuing a music career. He re-christened her "Vanity" and built the girl group Vanity 6 around her. They enjoyed their biggest success with the hit single "Nasty Girl" in 1982.

"Can I tell you a story about Vanity? Or should I tell you a story about Denise? Her and I used to love each other deeply," Prince said. "She loved me for the artist I was, I loved her for the artist she was trying to be. She and I would fight. She was very headstrong 'cause she knew she was the finest woman in the world. She never missed an opportunity to tell you that."

Prince also shared an anecdote where he threatened to toss Vanity into a pool, only to have the sexy singer laugh at him. "You can't throw me in the pool, you're too little," Prince recalled her saying. Prince then asked his bodyguard Chick to throw her in the pool.

"I probably shouldn't be telling this story, but she'd want us to celebrate her life and not mourn her," Prince told the audience.

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