Prince fans revealed the singer told them to "save your prayers" during his last public appearance, as hundreds of people gathered to pay tribute to the music superstar at his estate in Minnesota.
Gretchen Richardson, 27, and Cory Amundson, 29, said the Purple Rain star "seemed fine" when they attended a party he hosted at Paisley Park on Saturday.
They revealed fans were banned from taking their phones into the event, which came just a day after Prince was rushed to hospital after his private jet made an emergency landing in Molina, Illinois.
Mr Amundson told the Press Association: "It's really strange. We were just here on Saturday, that's why this is super shocking.
"It was originally supposed to be a dance party. Prince was kind of known for his parties. He would have slumber parties where he would encourage people to dress in pyjamas. He was a funny guy like that.
"This was a dance party. He announced this one 10 hours before it started. We didn't expect him to make an appearance because he was just in the hospital the day before.
"He said, 'It's been a crazy couple of days. Save your prayers, I'm fine'.
"He didn't perform. He had a big cover over his piano. He just wanted to say thank you for being there, thank you for your prayers. It was more a way of him saying, 'I'm OK and thank you'.
"Everybody was super concerned. He seemed fine. He seemed happy."
Ms Richardson said Prince was wearing make-up for the party but appeared to look healthy.
"It was just a short appearance," she told the Press Association.
"He just said, 'Save your prayers for a couple of days. I'm OK. I'm here, thank you. I appreciate it'.
"I mean, he had make-up on so who knows? But he appeared, from what we could see, from a couple of feet away, fine. He had make-up on."
Emergency crews remained at Prince's estate Chanhassen, near Minneapolis, more than 12 hours after he was pronounced dead at the scene.
Dozens of floral tributes, candles and a painting of the singer were left outside the property as fans continued to arrive after dark to pay their respects.