"It's a great loss for the world of music, especially the thumri style of singing. She became an institution in her lifetime," Khan said.
Recalling that Devi was the only woman who tied him rakhi, Khan said they performed together on many occasions.
"We recorded our duet or sarod-vocal jugalbandee for London-based label Navras Records," Khan told PTI.
He said Devi, whom he called his 'badee didi', has left many disciples to continue her legacy.
Devi passed away at a hospital in Kolkata last night following a cardiac arrest. She was 88. A legendary singer of the Benaras gharana, she was awarded the Padma Shri in 1972, the Padma Bhushan in 1989 and the Padma Vibhushan in 2016.
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