Speed, who was then in charge of the Wales national team, was found hanged at his home last November at the age of 42.
Bellamy, who played alongside Speed for Newcastle and Wales, has been in emotional turmoil as he tries to come to terms with the loss and that daily struggle has taken its toll on his life, including his marriage.
The 33-year-old, now playing for Championship club Cardiff, revealed he has moved out of the home he shared with wife Claire and their three children.
"Losing my best mate has affected everything. I can't believe how hard it is," Bellamy told the Sunday Mirror.
"He was the best mate I've ever had. It's sad but unfortunately it got to my marriage. I'm here and she's there.
"I don't know if that's it for us. All I know is that my best mate has gone. I'm struggling. I can't lie.
"I can't tell you how hard it is. It's the worst time in my life ever."
Bellamy, who was part of the Great Britain squad at this year's London Olympics, last month joined Cardiff on a two-year deal from Liverpool and played in their opening two Championship matches before being sidelined with a calf injury.
Since then there has been speculation that Bellamy was considering retirement, but Cardiff recently rejected those reports.