Peter Nicholls/Pool Photo via AP
"I'm staying at Winfield House, the US ambassador's residence," he said during a Friday press conference alongside the prime minister in London.
"It so happens our ambassador has a turntable, and so this morning we played 'Purple Rain' and 'Delirious' just to get warmed up before we left the house for important bilateral meeting like this," he added.
Prince, a legendary pop icon, was found dead at his Minneapolis estate on Thursday. He was 57.
"He put out great music and he was a great performer," Obama said. "I didn't know him well, he came to perform at the White House last year and he was extraordinary, creative, and original, and full of energy."
Obama mourned Prince in a Thursday statement after his death, saying the world had "lost a creative icon."
Cameron added Friday that Prince produced "great music."