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.
"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.
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.”