Back in the mid-90s, British Vogue editor Isabella Blow would bring interesting folk round to the studio of then-unknown designer Alexander McQueen to meet him. One was Annabelle Neilson, a lithe, 25-year-old London social butterfly and wife of the banking scion Nathaniel “Nat” Rothschild. As Neilson and McQueen chatted, they discovered she was born just two weeks after he was, in March 1969. They bonded instantly, and soon she became his model, muse, and friend.

“Best friend,” she’d say.

And the last friend to see him alive. She left his home at three A.M. on a cold February night in 2011, after an emotional evening together—he was due to attend his mother’s funeral the next morning. He locked the door behind her and hanged himself. He was 40.

On Tuesday came the news that Neilson, too, has died young: her body was found last Thursday in her London flat. She was 49. No cause of death has been cited, but police are not treating it as suspicious.

McQueen loved to dress his “Tinkerbell,” as he called her. “Most of the time, Lee”—the designer’s first name, which friends used—“would want me to wear things that I would be strapped up in or suffocating in,” she told me over a late-afternoon breakfast at Colbert in London in 2013. He made glove-like catsuits for her to wear as she raced cars through the Himalayas. At a Vogue party in Monte Carlo in 2000, she famously donned a transparent black cobweb gown of his design that showed off her rather generous breast augmentation. “I didn’t tell him I’d done it, and he was really upset by it,” she said of her new bosom.

“What am I going to do?” he scolded her. “You are no longer a stick!”

“Then suddenly there were all these clothes on the runway with buxom women,” she said. “I always saw the effect I had on his design.”

He understood his friend well. “You weren’t born to work,” he once told her. (She didn’t much, either—at least not in a traditional sense: besides with modeling for friends in her youth, she appeared recently in the Bravo reality series, Ladies of London, and penned children’s books about dyslexia, a learning disability that afflicted both her and McQueen.)

“He would say I was like a witch—if I had been born at another time, I would have been burned at the stake,” she said with a laugh. “He would see me as a love, a mistress, a tragic woman. A woman who flitted in and flitted out. It was very romantic, really.”

In 2000, while dining with Neilson and Kate Moss at the Groucho Club in London, McQueen proposed to his then-boyfriend George Forsyth. Neilson and Moss volunteered to be bridesmaids and Neilson declared that she’d orchestrate the wedding. Did she ever. On a warm August evening in Ibiza, two chauffeured Bentleys—one for McQueen and Neilson, the other for Forsyth and Moss—ferried the quartet from a luxury villa in the hills to a three-story yacht in the port. A New Age priest blessed the couple before a clutch of famous friends, including Jude Law and his then-wife Sadie Frost, the model Karen Mulder, Patsy Kensit, Noel and Meg Gallagher. There was endless champagne and heaps of lobster.

The marriage didn’t take—the couple split a year later—but it left McQueen free to pal around with Annabelle. They’d dine together, dream together, house hunt together—especially when he was plotting his escape from fashion—and almost always holiday together. “I taught him how to ski,” she said. “We went to Verbier; Val d’Isère. He was quite good.” Most summers, they’d kite-surf by her home near Marbella. In the winter of 2010, they traveled to a seaside resort in Thailand. “We went kitesurfing, but he was also aware that he had to work on his collection,” she recalled. “After dinner one evening, he got some paper and pens out, and I went bed. I woke up the next morning and there were these amazing drawings of the seabed—how he imagined the ocean underworld of the water.” Those sketches were the basis of “Plato’s Atlantis,” McQueen’s last full show.

When McQueen’s mother was dying of cancer, in early 2011, Neilson was his “rock,” she said. One night, they crashed a Vanity Fair dinner at Harry’s Bar in London celebrating the premiere of Tom Ford’s directorial debut, A Single Man. The next day, McQueen’s mother passed away. Neilson went to see him. He gave her his wallet, a snapshot of him with one of his dogs, and a few other items. She thought he was being overly sentimental. Two days later, they met up again at his place. He was deeply depressed. But she didn’t realize he was suicidal. “We had already planned our birthday—to Maldives, to go scuba diving,” she told me, wistfully. “We’d gone through the pictures of where we were going to stay.” Looking back, she told me she regretted leaving that night. “I miss him so much.”

At his funeral, she read Edgar Allan Poe’s “Annabel Lee,” their favorite poem. In the six-stanza work—Poe’s last complete poem—the narrator tells of the death of his true love, a highborn maiden who lived by the sea. McQueen had given Neilson a piece of cloth with the verse embroidered in gold thread. She said it was the most important thing she owned.

The summer following his death, she decided she wanted to hold his memorial service at the majestic St. Paul’s Cathedral in London. To win over the canon chancellor, she sang Patsy Cline’s “Walkin’ After Midnight” in the Whispering Gallery. A week later, the canon chancellor rang: the powers that be had agreed. Neilson said she wanted to stage something equal to the beauty her best friend had given the world.

Dana Thomas is the author of Gods and Kings: The Rise and Fall of Alexander McQueen and John Galliano, published by Penguin.