Philipps, 38, flew in to support Williams, 37, on the anniversary of Ledger's death Monday. Williams and Ledger split in September 2007 after three years of dating, just a few months before the actor died at age 28.
Philipps said in an emotional video on Instagram Stories that the MGMT song "Time to Pretend" reminds her of Ledger. She later shared a photo of Williams leaning on her during a somber outing.
"It's ok," the star captioned the picture.
Williams and Ledger started dating in 2004 after meeting on the set of Brokeback Mountain, and welcomed daughter Matilda the next year. The pair's Brokeback Mountain co-star Jake Gyllenhaal also paid tribute to Ledger on Monday.
"Friendship can't be explained in a sound byte, nor can it in a three-minute interview, and those who can do it I find sort of odd. I happen to not be one of those people,"the actor told E! News.
"I think Heath meant a lot to a lot of people, the people who were fans and the people who saw his work and were moved by his work and the people who knew him as a person," he added. "He was just an incredible force and is still missed."
In addition to Brokeback Mountain, Ledger was known for such films as 10 Things I Hate About You, A Knight's Tale and The Dark Knight.