Jay Leno will always remember how kind Penny Marshall was to him in his early days in Hollywood.

ET was with the 68-year-old former "Tonight Show" host, where he opened up about the late comedian and director, who died Monday, and shared his memories of their time together on "Laverne & Shirley."

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"I was a new comedian, it was the height of their stardom with 'Laverne & Shirley,'" Leno recalled. "They were huge stars. She was so kind and nice to me. It came as such a shock. It really was, it really was."

Leno portrayed Marshall's love interest for a couple episodes on the sitcom. The two remained friends thereafter.

It was a shock to many to hear of Marshall's passing. The "Big" director died at the age of 75 from complications of diabetes. Cindy Williams, who played Shirley, also mourned the loss of her dear friend and former co-star.

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In a statement to ET, 71-year-old Williams says, “What an extraordinary loss. My good friend, Penny Marshall is gone — one in a million. Utterly unique, a truly great talent. And, oh what fun we had! Can’t describe how I'll miss her."

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A slew of those celebrities and former colleagues also took to social media to express their condolences. Tom Hanks, who worked with Marshall on "Big" and "A League of Their Own," paid tribute to the woman who changed his life and career.

"Goodbye, Penny.  Man, did we laugh a lot!  Wish we still could. Love you. Hanx," the 62-year-old two-time Oscar winner tweeted about his former colleague.