On the evening of 9 December, as McCartney was leaving an Oxford Street recording studio, he was surrounded by reporters and asked for his reaction to Lennon's death. He replied, "I was very shocked, you know—this is terrible news," and said that he had spent the day in the studio listening to some material because he "just didn't want to sit at home." When asked why, he replied, "I didn't feel like it." He was then asked when he first heard the news, McCartney replied "This morning sometime," and one of the reporters asked "Very early?" McCartney said "yeah" and then asked the reporters if they all knew, they added "yeah." McCartney then said, "drag, isn't it?" When published, his "drag" remark was criticized, and McCartney later regretted it. He furthermore stated that he had intended no disrespect but had just been at a loss for words, after the shock and sadness he felt over his friend's murder.
Here is footage of that evening of 9 December:
Here is McCartney on the BBC's Desert Island Discs program in 1982. He and the program's host first listen to what sounds like an early Liverpool home recording of him, George Harrison and John Lennon doing the Coasters' song "Searchin'." Then it cuts to McCartney playing his "Desert Island Disc," Lennon's "Beautiful Boy," from the Double Fantasy album. If anyone ever had any doubts as to McCartney's feelings for John, just watch as Lennon starts to sing: