The 48-year-old actress, who plays Meredith Grey on the ABC series, reacted on Instagram after Drew and Capshaw, who portrayed April Kepner and Arizona Robbins, left the show during the Season 14 finale.
"Over the last 14 seasons I've cried many tears on screen and off. This show has brought me so much joy and so much laughter but truth be told it has never been easy. This year was no different," Pompeo wrote. "Saying goodbye to characters cast mates friends is always very hard regardless of the circumstances."
"What remains and what keeps us going is the incredible passion and loyalty of our fans," she said. "So in classic Grey's bittersweet style we will leave you tonight with tears in your eyes and hopefully smiles on your faces. Thanks for riding with us on this rollercoaster know as Shondaland."
Grey's Anatomy creator Shonda Rhimes also reacted to Drew and Kepner's departures.
"I will never stop being grateful for the chance to work with @sarahdrew and @JessicaCapshaw. In April and Arizona, they created powerful unforgettable characters. #GreysAnatomy #TGIT," the producer tweeted.
"It's absolutely not true," the star said on The Ellen DeGeneres Show. "I mean, I'm not involved in these kind of decisions."
"It's important for us to not pit women against each other," she added. "We're not enemies. We do lift each other up and support each other, and we're not victims. We're very strong and we're capable of many, many things."