“It’s difficult for me to think about,” he said in a New York Times interview. “I rerun the scenario in my head. Very emotional. So much so that I can’t really think about it. It kind of implodes.
“What can you think about that besides anger, sorrow?” he continued. “Like any bereavement, the only way out is to remember how good it was with John. Because I can’t get over the senseless act. I can’t think about it.
“I’m sure it’s some form of denial. But denial is the only way that I can deal with it.”
McCartney, who is currently promoting a new album he recorded in lockdown, said that he “often” pays tribute to his friend when walking past the funeral parlour he was taken to.
“I’m often passing that,” he said, adding: “I never pass it without saying: 'All right, John. Hi, John'.”
Lennon, who would have turned 80 in October, reconnected with McCartney ahead of his death.
Speaking about the rekindling of their friendship, McCartney told BBC Radio 2 earlier this year: “It really, really would have been a heartache to me if we hadn’t reunited. It was so lovely too that we did and it really gives me strength to know that.”
Lennon was shot dead in the archway of the Dakota apartment building, where he was living with wife Yoko Ono.
His killer is currently serving a 20-years-to-life prison sentence.
McCartney III will be released on 18 December.