The 66-year-old music legend enjoyed such a close relationship with George, who died in 2001, he saw him as family.
Paul, who first met George in 1954, said: "He was my little baby brother, almost, because I'd known him that long."
Paul also spoke about the last time he saw George, just days before he died from cancer.
He added in an interview with Uncut magazine: "We held hands. It's funny, even at the height of our friendship - as guys - you would never hold hands."
"I sat with him for a few hours when he was in treatment. He was about 10 days away from his death."
"But it was lovely and the years just stripped back. We joked about things. One of the things I remember him saying - because he'd been moved from Switzerland to a clinic in New York, and then somewhere else - was, 'Can't we just stop in one place?' And I was going, 'Yeah! Let's go to Speke Hall!'"
"Which is an old Tudor tourist place in Speke, where me and George are from. And he's going, 'Oh, that'd be great.' Just amusing, nutty stuff. It was good. It was like we were dreaming."
Paul and drummer Ringo Starr, 67, are the two surviving Beatles.
John Lennon was shot dead outside his New York apartment building by Mark David Chapman in 1980. He was just 40 years old.
