The reformed heroin addict - who was married to the late singer from May 2007 to February 2009 - was shell-shocked when he was told Amy had passed away from an alcohol overdose during his time in jail for burglary and possession of an imitation fire arm in July 2011.
He repeatedly told the prison officers they must have it wrong until they showed him the proof in several news reports.
Speaking in a candid interview on TV programme 'The Jeremy Kyle Show', Blake said: ''One of the senior officers ... said, 'This is never easy, but Amy has died.' For about two of three minutes I just kept saying, 'No, no, this is not true. It'll be someone who looks like her, it will be a hoax.'
''I made them show me six or seven websites and each time they showed me a computer I'm finding it harder and harder to say no and eventually they showed me the latest update. At that point I broke down, I couldn't stop crying and then I had to get put back in my cell.''
Blake has been blamed for introducing Amy - who struggled with excessive alcohol and drug use before her untimely death at the age of 27 - to illicit substances, but he believes she would have got into hard drugs without his influence.
Blake believes the pressure she was under because of her worldwide fame and success led her to move on from cannabis to cocaine initially.
The one-time hellraiser - who accepts he was responsible for giving Amy heroin for the first time - said: ''When I used to do cocaine and Amy was around, there were one or two times I asked her, 'Do you want to try it?' She'd say, 'No, that's not for me.' That was when we first started seeing each other.
''But (I remember) she'd gone out to put the finishing touches to 'Back to Black' and she brought her laptop to this pub in Soho and she was playing me the songs and I was really impressed, I was saying, 'This is amazing.' Then she sheepishly said she had some cocaine, I remember being really angry ... I think the fact she went from being anti-cocaine, to within a year being at the BRIT Awards and getting that momentum of fame, to taking cocaine to buying cocaine. She was under massive pressure.''