After discussing how he got into character for the films Southpaw, Nightcrawler and Donnie Darko, the conversation turned to Brokeback Mountain, where things got emotional.
Gyllenhaal, 34, who earned an Oscar nomination for his role, played alongside Heath Ledger as his lover in the flick.
"Listening to [the clip] brings me back to thinking about doing that scene with Heath and the honor it was to work with him and the beauty of his work," he said. I miss him as a human being and miss working with him. And what an unfortunate thing it is that we won't be able to see the beauty of his expression and hearing those things really gets you."
"He was an incredibly special," he continued. "And that doesn't even come close to encapsulating who he is, who he was. It is different, I think. As an actor, like I said earlier…about vanity and living in a sort of bubble. I think sometimes reality…you don't always get a sense of that and I think that's a proper criticism of the entertainment industry."
He continued, "I'm trying to have relationships that are as real as possibly can be on a movie set, be close to people because I know that it's precious and I know not only can that this career end in a very short period of time. Or this and that can happen. But also that life is precious. And I think losing Heath and being a part of a family that was like something like that movie we made together makes you see that, makes you appreciate that and hopefully moves you away from the things that really don't matter to the things that do."
Gyllenhaal was clearly choking up when speaking of his deceased friend.