Lock died in August at the age of 58, after a battle with cancer.
Fellow comedian Carr has now opened up about his loss, saying it affected him physically.
“I had a bereavement recently, Sean Lock, my dear, beautiful, funny friend died, and I got sick, the grief really hits you physically,” he told PA news agency.
The star said that comedy was one of the things that has helped him to cope with losing his friend.
“But to be able to laugh through that, to be able to watch old clips of him making me cry with laughter, the cathartic power of that,” he went on.
“And I think in most families, most friendships, when someone dies, when something happens, when someone gets ill, if you can laugh through it, that’s when laughter has a real benefit because it releases endorphins and it makes it easier to cope.”
Lock’s agent announced in August that the star had passed away at home, surrounded by his family.
Carr was among those who paid tribute at the time, posting a message on social media saying that it was “brutal news”.
“I loved him,” he tweeted.
“I’m watching clips of him right now – laughing & crying. I’ll miss him so much."
Watch: Sean Lock reads his book The Tiger Who Came For A Pint