"I always noticed he had a cough and so I wanted to check it out," he explained, adding his breathing also seemed different.
"We didn't think anything of it, but I wanted to take him to the doctor for his sinus and breathing. We thought it would be routine."
Cannon was visibly emotional as continued to relay what happened.
He said his son's health sadly deteriorated over the Thanksgiving holiday following an operation to drain the fluid in the young baby's brain. Cannon said he made a "valid effort" to spend the most time that he could with Zen last week.
He had to fly back to New York City for a show but as soon as he got to the airport he had to turn around because Zen had taken a turn for the worst.
Cannon sadly held his son Zen for the last time on Sunday, US time.
The TV host said he decided to return to work to dedicate a special episode of his show to his "beautiful son Zen". He will now be taking time off to grieve with his family.
"You can't heal until you feel," he told the audience.