The US businesswoman and actress, who was married to Elvis Presley from 1967 to 1973, also spoke about the emotion her daughter felt after her son Benjamin Keough died three years ago.
In a TalkTV clip, released by The Sun in the UK, Presley is asked about the loss by Piers Morgan.
Priscilla Presley and her daughter Lisa Marie at Graceland in 2012.
Presley told Piers Morgan Uncensored: "It was unbearable. You know, I lost my mother, I lost my grandson, and I lost my daughter.
"And losing Ben, that was the hardest thing for her ... he took his own life and he was... the love of her life, that child, she adored him, she would do anything for him, anything.
"We were in Memphis ... and she said, 'Mom... I don't know if I (want to) be here' and I go, 'What are you talking about?'
"(And she said:) 'You know, my Ben,' and she would go on about Ben and how she is still grieving, and this was a couple of months before."
Lisa Marie was buried at Graceland estate in Memphis, Tennessee, next to Keough, who died in 2020. It is also the final resting place of Elvis and other members of the Presley family.
Days before her death on January 12, Lisa Marie had visited Graceland to celebrate the King of Rock and Roll's birthday on January 8.
Lisa Marie Presley was the only child of Elvis and Priscilla.
A Los Angeles coroner ruled she died natural causes following complications from weight loss surgery she had several years ago.
Her death ruling also cited the effects of a small bowel obstruction.
Lisa Marie followed in the steps of her father and pursued a career in the music industry, releasing three albums - To Whom It May Concern in 2003, Now What in 2005, and Storm & Grace in 2012.
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