The then-Wales manager was found hanged at his Cheshire home in November of last year having committed suicide.
And Bellamy, who played with Speed at Newcastle United and for the national team, has admitted that losing such a close friend has been difficult to recover from.
“Losing my best mate has affected everything,” Bellamy told the Sunday Mirror. “I can’t believe how hard it is. It has had an effect on everything.
“He was the best mate I’ve ever had. All I know is that my best mate has gone. I’m struggling. I can’t lie.”
The 33-year-old, who left Liverpool to join his hometown club this summer for family reasons, also revealed that his marriage has broken down over the incident.
“It’s sad but unfortunately it got to my marriage. I’m here and she’s there," he added. “I don’t know if that’s it for us. I’ve been living on my own for eight weeks now.
“There’s no one else involved. I wish there was. I wish I had someone and I wish she [Claire] had someone. That would make it easier.
“It’s hit me hard. It’s nothing to do with football and it’s nothing to do with me as a footballer. I couldn’t give a s*** about football.
“It’s about real people, human beings, kids and families. I can’t tell you how hard it is. It’s the worst time in my life ever.”