Inside Bob Saget's Special Bond With Mary-Kate and Ashley Olsen

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Mary-Kate and Ashley Olsen continue to mourn the death of their on-screen dad and close confidante, Bob Saget. The notoriously private actresses turned fashion moguls attended Saget's private memorial service that was held on Friday in Los Angeles, and a source tells ET that it was an incredibly emotional day for them.

The source says that the 35-year-old twins were close to Saget, who continuously checked in on them over the years. The Olsens played Michelle Tanner on Full House, Saget's character, Danny Tanner's, youngest daughter.

"They had a very special relationship with Bob, and they adored him," the source says.

Saget's memorial on Friday was attended by a number of his Full House co-stars, including Candace Cameron Bure, John Stamos, Dave Coulier and Lori Loughlin, among others. The source says that although the Olsens grew apart from some of their former Full House castmates over the years, they always remained in contact with Saget, who was someone they trusted.

"Bob was very protective of them and texted them regularly over the years," the source says. 

The source adds that it was never a question of whether or not the twins would attend the memorial and that while it was an emotional day, it was also a blessing to be able to be surrounded by so many of the beloved comedian's loved ones and share memories and laughs in his honor. The source notes the service was "very special" and that "all [of Saget's] favorite people were together in one room."

Saget was found unresponsive in a hotel room in Orlando, Florida, and pronounced dead on Jan. 9, just hours after he had finished a stand-up show just outside of Jacksonville the evening prior. He was 65 years old. In a statement, the Olsens remembered Saget as "the most loving, compassionate and generous man."

"We are deeply saddened that he is no longer with us but know that he will continue to be by our side to guide us as gracefully as he always has," their joint statement reads. "We are thinking of his daughters, wife and family and are sending our condolences."

Saget continues to be mourned by his many friends, including fellow comedian Gilbert Gottfried, who spoke with ET about Saget's bond with the Olsens. Gottfried shared that Saget definitely felt a paternal connection to the twins off-screen, 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."

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