And, as she prepares to hit the road for her newly-announced 24 Karat Gold Tour, she is feeling particularly "heartbroken" about the loss of one of her musical heroes, because she would have loved the opportunity to duet with him.
“Had I ever in a million years thought that we would lose him, I would have made sure that that would have happened," she tells Billboard.
"And it didn't. So that's just one of those things in your life where you say, 'I really missed out'.
"That should have happened. So whenever I play Stand Back from this day forward, Prince will be standing next to me. That is always going to be a joy.”
Stevie's upcoming solo tour will be her first since 2012 - two years before her eighth solo studio album, 24 Karat Gold: Songs from the Vault, reached fans, and she is planning to wow audiences with her concert series comeback, revealing there will be a few firsts.
"I want it (tour) to have its acoustic parts, I want it to have its little explosions of fun from all different parts," she explains.