The then-Wales manager Speed was found hanged at his home in November 2011, and Bellamy has admitted that he is still finding it difficult to accept what has happened.
He told the Daily Mirror: "Losing my best mate has affected everything. I can't believe how hard it is, it has had an effect on everything.
"He was the best mate I've ever had. All I know is that my best mate has gone. I'm struggling, I can't lie."
Bellamy also admitted that the turmoil over losing Speed has affected his marriage.
"It's sad but unfortunately it got to my marriage. I'm here and she's there," he added. "I don't know if that's it for us. I've been living on my own for eight weeks now.
"There's no-one else involved. I wish there was. I wish I had someone and I wish she had someone, that would make it easier.
"It's hit me hard. It's nothing to do with football and it's nothing to do with me as a footballer. I couldn't give a s*** about football.
"I can't tell you how hard it is. It's the worst time in my life ever."
The 33-year-old moved back to his hometown team of Cardiff earlier this summer from Liverpool.