The couple broke up shortly before Ledger died in January of an accidental prescription drug overdose at the age of 28. However, Williams and Ledger reportedly had remained close until his death.
People magazine said that during a recent interview with Newsweek, Williams broke down and wept when Ledger's name was mentioned.
"It's so sad," she told Newsweek.
Asked how she has been coping, the actress replied: "I guess it's always changing. What else can I say? I just wake up each day in a slightly different place -- grief is like a moving river. ... It's a strange thing to say, because I'm at heart an optimistic person, but I would say in some ways it just gets worse. It's just that the more time that passes, the more you miss someone. In some ways it gets worse. That's what I would say."
Williams and Ledger co-starred together in the 2005 Oscar-winning drama "Brokeback Mountain."
The actress recently has been romantically linked to her "Synecdoche, N.Y." producer Spike Jonze, People.com said.