The actress is struggling to come to terms with his shocking death after he hung himself in a French hotel sending shockwaves around the world.
A source told RadarOnline.com: "Asia is not doing well. She is inconsolable about Anthony's death as they were very close.
"But she has a close circle of friends who are watching out for 24/7 her and making sure that she knows they are there for her."
There has been speculation in recent days over the reasons behind Bourdain's suicide as it has left many of his friends and family baffled.
There was speculation that Argento was seeing a new man after she was photographed with an Italian journalist in Rome but it is understood that she was just out with a group of friends.
Argento, 42, posted, and later deleted, a bizarre message on social media just before her boyfriend Bourdain committed suicide, according to reports.
Three hours before his death was first reported, the Italian actress posted an Instagram story that showed her wearing a ripped, black T-shirt that read, "F–K EVERYONE" — with the cryptic caption, "You know who you are."
The T-shirt appeared to be of Sid Vicious of the Sex Pistols. Bourdain has been referred to as the 'Sid Vicious' of the culinary world in the past.
After news of his suicide Argento deleted the post with the image.
The source added: "Anthony's death came as a real hammer blow to Asia and his friends and family.
"They are still trying to find answers to why he committed suicide because he overcame a lot of demons in his life.
"But whatever the reason a lot of people, Asia included have been left totally devastated because he was loved by many and this was very unexpected."
The devastated actress then released a stamen that declared: "He was my love, my rock, my protector. I am beyond devastated."
It is understood that arrangements are still being made for Bourdain's funeral but that Argento – who dated him for two years – will attend with her friends to pay her final respects.
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