While attending the premiere of his film Wildlife at the Sundance Film Festival, Gyllenhaal spoke to E! News, "Friendship can't be explained in a sound bite or can it in three-minute interview and those who can do it I find sort of odd. I happen to not be one of those people."
Gyllenhaal, who appeared in 2005's Brokeback Mountain with the Australian star, did explain that he understood that many, including himself, were moved by the actor's presence in life.
"I think Heath meant a lot to a lot of people, the people who were fans and the people who saw his work and were moved by his work and the people who knew him as a person.
The 37-year-old concluded, "He was just an incredible force and is still missed."
Ledger tragically died of an accidental overdose on Jan. 22, 2008.
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Earlier this year, Gyllenhaal revealed that he and Ledger had become friends before shooting Brokeback Mountain over their "mutual frustration" over not getting cast in 2001's Moulin Rouge!.
In the interview with Australia GQ, the actor recalled, "I was auditioning for Moulin Rouge!— [director] Baz Luhrmann had chosen three actors. It was Ewan, it was Heath, and me. And we auditioned with many different actresses, it was a long process. But I never met Heath, I only heard about him."
Gyllenhaal shared that it wasn't until Ewan McGregor was cast that he "finally met Heath and we sort of became friends before Brokeback Mountain based on our mutual frustration."
Currently, Gyllenhaal is set to appear in Wildlife, a film by Paul Dano, about a boy witnesses his parents' marriage falling apart after his mother finds another man.