The former Green Bay Packers quarterback said he gave Keith a ring just two weeks ago to check in on him ... after he noticed the 62-year-old didn't look so hot following some December performances in Las Vegas.

Favre -- who told us he would call Keith every three-or-so months following his stomach cancer diagnosis -- said the "Red Solo Cup" crooner complained about the damage chemotherapy had done to his body during ... before adding that Keith seemed fatigued.

"I think in the end," Favre said, "he was just tired."

"He did say that to me when we had our conversation," the Hall of Famer continued. "He said, 'Brett, whatever happens, I'm OK with it.'"

Keith ended up passing away days later, on Feb. 5, while surrounded by his family.

Favre -- who first befriended Keith at a concert near Lambeau Field back in the 90s -- was heartbroken over the news ... though he was clearly proud of how Keith battled in his final days.

"He handled it with grace and faith and family," Favre said, "and stood up to the cancer about as good as you can."

Favre then recalled some of his favorite memories with Keith -- which included several fun trips around golf courses.

"I can't remember a good or a bad shot he hit," Favre said of one of their outings, "I can just remember him smiling, and had everyone hooting and hollering and having a lot of fun."