Addressing the live audience as well as those at home, Ben Boyce acknowledged that although their jobs were a bit of a laugh, sometimes serious things happened in their lives, he said.
Pryor, struggling to keep his composure, then said: "A few days ago, a very, very close friend of mine decided to take his own life.
"I just wanna say that what I've learned this week, if you are suffering a mental illness, no one thinks less of you for talking, for sharing your thoughts,'' he said through tears.
"No one thinks less of you for taking medicine and no one thinks less of you for dealing with a mental illness.
"Just talk about it,'' he said, before breaking down and collapsing into a hug with Boyce.
Yesterday's emotional episode has brought a lot of love and support for the pair and particularly Pryor for being brave enough to share such a personal issue publicly, while also reaching out to help others.
Boyce said on Twitter he was "so proud" of his comedy partner for speaking up.
"So proud of Jono for bravely talking about this tonight. The more it's talked about, hopefully the better it gets. It's OK to reach out," he wrote last night.
People were quick to send their support via social media sites Twitter and Facebook, which was noted and appreciated by the duo.
"Thank you for all of the kind messages for Jono," read a tweet on the show's official Twitter page, which was retweeted by Boyce and included a link to suicide hot line Lifeline.
One man said: "Jono, that took a lot of guts.
"Heartbroken for you but so proud you were able to speak up and get your message out.''
Another Twitter user said it was brave of Boyce to talk about mental illness on national television.
"You can't track something like this but I guarantee his actions will save lives," they wrote.
On Facebook messages of support were flooding in overnight and this morning.
"That took guts Jono, our society needs to work harder at removing the stigma attached to mental illness especially when it comes to men," one woman wrote.
"I don't know anything about Jono other than this moment, but that sensitivity and courage alone; beautiful," wrote another.
"[T]hank you, for being so open and vulnerable and honest on a public platform."
On the Rock radio station a fellow Media Works employee yesterday made a similar tribute to a friend who had committed suicide.
"Today I'm off to bury and farewell a good mate," the radio presenter said, adding that he thought men in particular needed to get better about talking openly about mental health.
"It still seems like the whole matter gets kept silent. People don't want to talk about it.
"If you can you want to take a bit of extra time to check on your mates to see if they're all good, whether it's today or in the next while, and if they're not or maybe you're not, to let them know.
"There's always people you can talk to."
Mental health wouldn't get better just by wanting or hoping it would, he said.
"If you know someone who's not well, or clearly not being themselves, if you do identify it you should tell as many people as possible because many people keep it hidden."
Where to get help:
• Lifeline: 0800 543 354 (available 24/7)
• Suicide Crisis Helpline: 0508 828 865 (0508 TAUTOKO) (available 24/7)
• Youth services: (06) 3555 906 (Palmerston North and Levin)
• Youthline: 0800 376 633
• Kidsline: 0800 543 754 (available 24/7)
• Whatsup: 0800 942 8787 (1pm to 11pm)
• Depression helpline: 0800 111 757 (available 24/7)
• Samaritans: 0800 726 666 (available 24/7)
If it is an emergency and you feel like you or someone else is at risk, call 111.
