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The last time Lisa Marie says she spoke with Michael was in 2005. At that point, it had been nearly a decade since their divorce, and she had shut herself off from him emotionally.

Watch Lisa Marie talk about the last time she spoke with Michael.??  

"I was very distanced, and he was checking to get a read, you know?" she says. "He was trying to throw a line out to see if I would bite emotionally, and I wouldn't."

During that final conversation, Lisa Marie says Michael told her she had been right about certain people around him—the vampires. He also asked her if she still loved him.

"I told him I was indifferent," she says. "He didn't like that word. He cried."

Before the conversation ended, Michael revealed something chilling to Lisa Marie. "He felt that someone was going to try to kill him to get ahold of his catalog and his estate," she says.

"So he actually gave you names," Oprah says.

"He did, and I would like not to say them," Lisa Marie says. "But he expressed to me his concern over his life."

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