Manchester City forward Riyad Mahrez said Vichai Srivaddhanaprabha was "like a dad to me" after dedicating his match-winning goal against Tottenham to the Leicester owner killed in a helicopter crash on Saturday.
Srivaddhanaprabha and four others died in the crash at King Power Stadium.
Mahrez, who played 179 times for the Foxes between 2014 and 2018, said he had found it difficult to sleep.
"It has been very, very difficult for me," the Algerian told Sky Sports.
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"The boss was very special to me. I spent four and a half years there and have many memories with him.
"He was such a good person and had a big heart. It was heart-breaking and shocking for me to hear this news and for all of the other people who died with him. I am with Leicester and the family of the victims."
Mahrez joined Leicester from Le Havre for £400,000 and was named Professional Footballers' Association Player of the Season in their remarkable title-winning season in 2015-16.
He moved to Manchester City for £60m in July.
Mahrez scored the only goal in Manchester City's win at Wembley, and celebrated by pointing to the sky in memory of the man who was in charge of Leicester throughout his time at the club.
"When I scored I put my hands in the sky for him," said Mahrez. "He did a lot for me and Leicester and it is difficult to speak about."
The Algeria international said he did not consider missing the game, despite struggling to sleep since Saturday.
"I always wanted to play," he added. "I know he would have wanted me to play. He was passionate about football. It was difficult, I kept thinking about him."
Manchester City manager Pep Guardiola described the past few days as "a tough moment" for Mahrez.
"He knew the owner well," said Guardiola. "For all of the Leicester family it's tough but here Riyad was very focused and he did a great job."