The 40-year-old actress, who starred with Ledger in The Dark Knight, praised the late actor's performance in the 2008 movie during Wednesday's episode of Watch What Happens Live.
Gyllenhaal and Ledger played Rachel Dawes and the Joker in The Dark Knight, which opened in theaters six months after Ledger's death. Gyllenhaal shared a favorite memory of Ledger in the interview.
"I remember coming to work and seeing him -- that scene where the Joker throws me off a roof -- seeing him come in and start to do what he was doing. It was the first time I saw it and I still think about this sometimes," Gyllenhaal said.
"It's so hard to be good in a huge movie like that," she explained. "It's not about the acting, really. It's so much easier to be good in a little tiny movie where it's all about you."
"To be amazing like Heath was in a movie that's got explosions and huge stunt scenes and big sets is a whole other thing. I don't know if anyone's ever, ever done that as well as he did in The Dark Knight," the star lauded.
Host Andy Cohen praised Ledger's ability to command a scene.
"It felt like that on set, too," Gyllenhaal agreed. "It was like, 'Whoa, okay. You're on a whole other level.'"
"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," Jake said. "He was just an incredible force and is still missed."
Ledger died of an accidental drug overdose at age 28 in January 2008. Jared Leto succeeded the actor in the role of the Joker in the 2016 movie Suicide Squad, with Joaquin Phoenix to play the character in an upcoming solo film.