In 2010, McCready joined the cast of VH1's "Celebrity Rehab with Dr. Drew." The reality show chronicles the life of celebrities as they're treated for alcohol and drug addiction.
Pinsky said he contacted McCready last month after her boyfriend's death.
"When I heard she was struggling, I did reach out to her and urged her to go to take care of herself, get in a facility if she felt she needed," said Pinsky, who hosts his own program on CNN's sister network HLN.
"Her biggest fear was the stigma of doing so and what people would think if she, God forbid, took care of herself. And this to me is the most distressing part of this story. She is a lovely woman, we have lost her, and it didn't have to go down like this."
On one episode of the show, McCready performed "I'm Still Here," dedicating it to the other cast members, which included Dennis Rodman, Heidi Fleiss and Mackenzie Phillips.
"When I was writing this song, I was in jail," the singer said tearfully. "I never knew it, but I was writing for all of you."