Bob Saget's Friend Gilbert Gottfried Recalls How Protective He Was of Mary-Kate and Ashley Olsen (Exclusive)

Gilbert Gottfried talks to ET about Bob Saget's close connection to his on-screen daughters, Mary-Kate and Ashley Olsen.

Gilbert Gottfried is reflecting on his close friendship with the late Bob Saget. ET's Kevin Frazier spoke with the 66-year-old comedian about Saget's shocking death on Sunday, and he opened up about the amazing friend Saget was to everyone who knew him.

Saget died on Sunday, when he was found unresponsive and pronounced dead in his hotel room at the Ritz-Carlton in Orlando, Florida, the Orange County Sheriff's Office confirmed. He was 65 years old. Gottfried and Saget both appeared in 2005's The Aristocrats and Gottfried also memorably poked fun at Saget during the Full House star's Comedy Central Roast in 2008. Gottfried revealed to ET that it was actually Roast star Jeff Ross who told him of Saget's death.

"I got a call from Jeff Ross who said, 'I got some sad news, Bob Saget died,'" and I was there, waiting for the punch line to that," he shares. "I thought it was a sick joke, and I said, 'OK,' and I'm holding the phone and then I'm still waiting for the punch line and find out, yeah, it was just a sick joke. But no, and there were some other people telling me, 'Oh no no, this is one of those internet hoaxes.'"

Gottfried remembered Saget as a hilarious comedian, who would shock people's expectations of him given his wholesome role on his beloved sitcom, Full House, in which he played single dad Danny Tanner.

"It's like when the film The Aristocrats came out, there were people saying, 'Oh god, could you believe Bob Saget was so sick and so filthy?'" Gottfried recalls. "And no one who knew him was the least bit surprised. In fact, for the people who knew him, Full House was something they laugh at because it's like they say, 'No, he's not this wholesome guy,' and it's like, whenever I would talk to him, if the conversation ever got in any way serious or sincere, both of us would turn it, you know, filthy and perverted."

"It was hard to explain, because it was like, very easygoing, and yet outrageous stuff," he adds about Saget's style of comedy.

As for Saget's now legendary Roast, Gottfried recalled people wanting Mary-Kate and Ashley Olsen -- who shared the role of Michelle Tanner on Full House, Saget's character's youngest daughter -- to be a part of it. The Olsen twins shared a rare statement on Sunday, remembering their television father as "the most loving, compassionate and generous man."

"I remembered they asked them, but they they said no to it, they wanted at the end for the Olsen twins to come out and both give the finger," Gottfried shares. "And that's another funny thing because he was like their father."

Gottfried noted that Saget definitely felt a paternal connection to the Olsen twins off-screen, and even as they got older.

"He was very protective of the Olsen twins because he knew them since they were babies and he was with them every day for years, so he he saw himself as their father," he says. "He cared about them."

As for Saget having so many friends in the comedy world, Gottfried noted, "He was a funny guy, a nice guy and you know, easy to talk to."

On Sunday, Gottfried Instagrammed a picture with Saget and he told ET about the memorable moment. The picture was taken at a benefit for scleroderma -- which according to the Mayo Clinic, is a group of rare diseases that involve the hardening and tightening of the skin and connective tissues -- which Saget continuously raised awareness for after his sister, Gay Saget, died from it in 1994. Saget died on what would have been Gay's 75th birthday, and just hours before his death, he paid tribute to Gay through the Scleroderma Research Foundation's Instagram.

"We just took that picture backstage and I remember it was a really fun night, because he had me there with Robin Williams and Jimmy Fallon and later on Billy Crystal stopped by, and so it got people like that," he recalls. "That was a cause he cared about and he would even crack horribly bad taste jokes about that. ... But that was a cause he cared about because it was his sister."

Gottfried has many cherished memories with Saget, including having dinner with Ross and another close friend of Saget's, the late Norm Macdonald.

"Well, he'll be remembered for all the people who have watched him over the years, Full House and America's Funniest Home Videos," Gottfried says about what Saget's legacy is. "And the people who knew him will remember him as a great guy -- really funny, really quick and it was always fun, you know? Like, I did his podcast, he did mine, and it was always fun and always outrageous and just easy."

An outpouring of tributes came from Saget's fellow comedians on Sunday, including from Pete Davidson, who revealed his personal connection with Saget.

"Just wanted you guys to know that Bob Saget was one of the nicest men on the planet," Davidson wrote through his friend, Dave Sirus', Instagram since he doesn't have his own social media accounts. "When I was younger and several times throughout our friendship he helped me get through some rough mental health stuff. He stayed on the phone with my mom for hours trying to help in anyway he can -- connecting us with doctors and new things we can try. He would check in on me and make sure I was okay." 

"I love you Bob it was an honor to know you," he continued. "Thank you for your kindness and friendship. My condolences to the family."