"I treasure every single moment I spent with them," the Oscar winner, 73, tells PEOPLE in its upcoming issue, referring to Natasha, who died at 45 in a skiing accident in March 2009; brother Corin, who lost his battle with prostate cancer last month at 70, and sister Lynn, who passed away this month at 67 after a battle with breast cancer.
"I miss them so much," adds Redgrave. "I glory in what all three gave me, and gave to so very many others as well. All three were devoted to their families and gave us, each and every one, from the youngest to the oldest, very happy times, and much to be merry about."
Redgrave says she found comfort in "the letters and prayers of friends and from strangers" and also by remembering "the love [Natasha, Lynn and Corin] gave us. From everything they shared with me, their families, their friends, their colleagues."
Redgrave also coped with the losses with help from family, especially her partner Franco Nero, whom she first met 44 years ago (when they starred as the illicit lovers Queen Guenevere and Sir Lancelot in the lavish movie musical Camelot). They had a son, Carlo (now 40 and a screenwriter-director) but went separate ways before falling for each other anew three decades later.
The couple, who play long-lost lovers who reconnect in Italy after 50 years in the film Letters to Juliet, are not legally married but consider themselves husband and wife. "All of our tears," says the still-handsome Nero, 68, "will be the bond that makes us stronger."
Reporting by ALEXIS CHIU
For more on Vanessa Redgrave's real-life romance with Franco Nero, pick up this week's PEOPLE, on newsstands Friday