Gayle King Says Hayden Panettiere Was 'Still Wobbly' During Their Final Interview

Gayle King says Hayden Panettiere wasn't at the top of her game when Gayle interviewed her a few months before her tragic death ... but she says it was clear Hayden was trying to get better.

We got the newscaster in New York City on Friday morning ... and our photog asked her if there were signs Hayden wasn't doing well back in May, when they had their last conversation.

Gayle, who laid into Hayden's mom earlier this week for her statement after her daughter died, says there weren't "signs" of anything wrong with Hayden ... but she admits the actress was "clearly still wobbly" and still working things out -- which is why Gayle's heart sank when she heard the news of Hayden's death.

As for Hayden's relationship with her ex, Brian Hickerson -- which sources told us kept on going behind the scenes for years so as not to screw with Hayden's public image -- Gayle says she isn't surprised by the news ... one read of Hayden's book, and it's obvious she still had a connection to the guy.

As you know ... Hayden was found unresponsive inside a South Carolina residence earlier this week while Brian slept in the other room. First responders attempted to resuscitate her but were ultimately unsuccessful.

In the aftermath of her death, many celebrities paid tribute ... and the company Neutrogena even put out a public statement about its harsh treatment of Hayden, who used to be a spokesperson for the company back in the day, until she revealed she had postpartum depression.