"Willie was just a person who just lightened any situation that he was in and just would have you in stitches within a minute of coming into a conversation," Nixon said.
"Full of joy and so incredibly brilliant and smart. Really even being sick, which we didn't know about in the beginning, he still brought so much joy," Davis added.
Garson will be in the first three episodes of HBO Max's Sex and the City revival series titled And Just Like That..., which premieres on Thursday.
"We shot with him for a long time not knowing he was sick and then things got bad enough that we were informed. So I think we're also very grateful that we had a few days with him, knowing that he was sick and we could talk to him about it and he could talk to us about it," Nixon said.
"But it's hard. I wish he was here," Davis continued, while crying.
Davis and Nixon will be reprising their roles as Charlotte York and Miranda Hobbes, respectively, in And Just Like That..., along with Parker as Carrie.
Colbert asked the duo how it felt to return to the series and their characters.
"I felt like it was so easy because to me, we've seen each other this whole time. And of course when we see each other in real life it's different than wearing the heels and the shoes and everything but you know, I was just thrilled to be back," Davis said.