The 34-year-old, who plays a boxer in Southpaw, opened up to NPR's Terry Gross about the gravity of losing friend and fellow actor Heath Ledger in 2008 when his Brokeback Mountain costar died of an accidental drug overdose at age 28.
"I miss him as a human being and I miss working with him and what an unfortunate thing it is that we won't be able to see the beauty of his expression," Gyllenhaal said during a Fresh Air interview.
Although Gyllenhaal still deeply misses Ledger, he tries to stay focused on the now – something he learned to do from his grief.
"I think losing Heath and being a part of a family that was something like the movie ... makes you appreciate that and hopefully moves you away from the things that really don't matter to the things that do," he said.
Gyllenhaal then tried to find words that justly described his late friend.
"He was incredibly special and that doesn't even come close to encapsulating who he is, who he was," he said.
Southpaw hit theaters Friday.