Jocelyn Wildenstein died aged 84 after taking "a little nap"

He told People magazine: "We had a nice happy hour the same night and we were getting ready for the new year, and we took a little nap just to look good before getting dressed.

"Because of her phlebitis, the legs were very, very swollen, and the blood was blocked, and there was no oxygen in the brain.

"And we were having a nap and when I wake up, I said, 'Jocelyn, we have to wake up, we have to get dressed,' and she was cold and she was dead."

Klein admitted it was "extremely sad" to discover his partner - who he had known for over two decades - was dead as they were preparing to celebrate the New Year.

He added: "It's very sad. It's extremely sad.

"It's extremely sad to lay down with your other half that I know for 21 years and waiting to celebrate New Year's Eve and to find her cold."

And he revealed her health had been "perfect" days earlier over the festive period despite her condition, which her grandmother also had.

He recalled: "We were at the Ritz two days ago. We were having dinner.

"Before that, we had come for Fashion Week at Chanel. Everything was good, everything was good."

Meanwhile, TMZ has reported that Wildenstein had been working on a new reality show just one year before her death.

The series - which was being produced by Jeff Jenkins and Chrstine Peters - followed her transition from her roots in New York City to a fresh start in Los Angeles.

It's said filming was completed over a month with the star appearing "happy", "healthy" and "a joy to work with", while the project is in limbo with no broadcaster confirmed as of yet.