"Such a massive loss for many," the 5SOS band member wrote of the star's recent death.
The documentary hits Hulu on Nov. 18.
The message from Quincy Brown, Justin, King, Chance and twins Jessie and D'Lila Combs came a day after their father was hit with seven more lawsuits alleging sexual violence.
The former One Direction star died after suffering a fatal fall in Buenos Aires on Oct. 16.
The singer helmed the mic for the legendary hard rock band from 1978-1981 before being replaced by longtime vocalist Bruce Dickinson.
"This cruel world is always [too] quick to judge someone," she added.
On top of federal criminal charges, the embattled rapper and mogul has now been sued more than two dozen times over alleged sexual abuse.
The couple broke up in 2013, but Peazer said the late 1D member had recently reached out to her before his death last week at 31.
They lavished Detroit with praise after Donald Trump recently disparaged it.
“I'm sorry I couldn't save you. Love you, oh how my heart misses you," she wrote.
