Lunden, the former co-host of Good Morning America, returned to the morning show on Tuesday to share the news that she had been diagnosed with breast cancer.
"I think for anyone who's facing chemotherapy, the anxiety is unbelievable because you don't know what to expect," Robach, 41, told PEOPLE at Thursday's Beyond Pink event in New York City. "It affects everyone differently."
Robach, a current GMA anchor, was herself diagnosed with breast cancer after participating in an on-air mammogram last October. She completed her final round of chemo in April and had her last surgery in June.
"I just got my stitches out yesterday from my reconstruction," she said. "Each little step is a step out of this darkness."
But for Lunden, 63, the journey is just beginning. "It is really scary," Robach said. "But she took the first step by standing up and telling people, 'Here's what I'm going through.' "
As for Robach's advice for Lunden, "I told her, 'Lean on people and accept help.' I think that's a hard thing for a lot of us to do, to accept help and to let people help you," Robach said.
"I think that, for me, was one of the hardest things. To let people help you out when you're struggling. Us women, we want to do it all, right?"