"It's a gift to exist and with existence comes suffering," says Stephen Colbert to the news anchor. "There's no escaping that."

Anderson Cooper and Colbert have both experienced grief and loss - especially recently with the loss of Cooper's mother, Gloria Vanderbilt, in June of this year.

In a recent interview on CNN, Cooper asks Colbert about his beliefs on grief and the role of suffering in life and faith.

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Colbert has been outspoken about his faith throughout his career. (Screenshot: Anderson Cooper/Twitter)

Cooper says, "You told an interviewer, that you have 'learned to love the things I wish had not happened,'" referring to Colbert's father passing away at an early age.

"Do you really believe that?" asks Cooper.

Colbert explains that he knows suffering is a part of life: "I didn't learn it - that I was grateful for the thing I wish most wish hadn't happened - I realized it."

"If you are grateful for your life," says Colbert, "...then you have to be grateful for all of it. You cannot choose what you are grateful for."

Colbert attributes his empathy to his experience with loss in his early life.

"It's about being the fullness of your humanity," says Colbert. 

Colbert, an outspoken Catholic, explains that suffering is also a significant part of Christ's gift to humanity: "In my tradition, that is the great gift of the sacrifice of Christ, is that God does it too.

"You are really not alone. God does it too."