The US singer and fellow band member said she had not known McVie was ill until Saturday night, and had wanted to visit her in London.
McVie’s family confirmed her death, following a short illness, on Wednesday.
“A few hours ago I was told that my best friend in the whole world since the first day of 1975, had passed away,” Nicks wrote in a heartfelt post on social media.
“I didn’t even know she was ill…until late Saturday night. I wanted to be in London, I wanted to get to London – but we were told to wait.
“So, since Saturday, one song has been swirling around my head, over and over and over. I thought I might possibly get to sing it to her, and so I’m singing it to her now.
“I always knew I would need these words one day… It’s all I can do now.”
Nicks then shared lyrics to the song Hallelujah by Haim, handwritten, adding: “See you on the other side my love. Don’t forget me. Always, Stevie.”
Fleetwood Mac were founded in London in 1967 and sold more than 100 million records worldwide, making them one of the most successful groups ever.
Their best-known songs include Dreams, Go Your Own Way and Everywhere.
Despite its tumultuous history, Fleetwood Mac became one of the best-known rock bands of the 1970s and 80s, comprising Mick Fleetwood, Christine and John McVie, as well as Lindsey Buckingham and Nicks.
Perhaps their best-known album, Rumours released in 1977 became one of the best-selling of all time and included hits such as Second Hand News and You Make Loving Fun.
Singer-songwriter and keyboardist McVie penned Songbird, one of the band’s most famous tracks, as well as You Make Loving Fun, Oh Daddy and Little Lies.
Another tribute to McVie came from US musician Sheryl Crow, who wrote: “I am so sad to hear of Christine McVie going on to heaven.
“The world feels weird without her here. What a legend and an icon and an amazing human being. RIP.”
A statement from the band on Twitter described McVie as “truly one-of-a-kind, special and talented beyond measure”.
“There are no words to describe our sadness at the passing of Christine McVie. She was truly one-of-a-kind, special and talented beyond measure,” the statement read.
“She was the best musician anyone could have in their band and the best friend anyone could have in their life.
“We were so lucky to have a life with her. Individually and together, we cherished Christine deeply and are thankful for the amazing memories we have. She will be so very missed.”