Woods -- who tied for ninth in the tournament -- was walking off the green on hole No. 18 when caddie Joe LaCava informed him of the sad news.
"It's one of the most shocking, tragic days I've ever been a part of in a very quick span," Woods told reporters.
Fans in the gallery cheered "do it for 'Mamba,'" referencing Bryant's nickname as Woods played the final round Sunday at Torrey Pines in San Diego, Calif., about 140 miles from where Bryant, his daughter Gianna, and seven others died in a helicopter crash before Woods finished golfing.
"I didn't understand why they were yelling 'do it for Mamba' on the back nine," Woods said.
LaCava learned the news when he was on the ninth hole, but did not tell Woods until the final hole. CBS filmed LaCava revealing the news. Woods responded with "excuse me?"
"I thought it would be better off not telling him,'' LaCava told the New York Post. "I didn't think he'd be to the point where he couldn't play golf, but I figured I'd wait to the end. It was too much of distraction. I waited until we got into the tunnel on 18 [after his round] to tell him, because I didn't want the cameras on him and see the shock on his face.''
Woods said he worked out with Bryant when he had his primary residence in California, before moving to Florida. The star athletes also spoke about their motivations in their respective sports. Woods said he connected most with Bryant when they talked about the mental preparation that goes into competing at the highest level.
"I just can't imagine what his entire family is going through right now," Woods said. "It's just shocking. ... The reality is setting in very quickly."
Woods wasn't the only star golfer hit hard by the news of Bryant's death. Tony Finau said Bryant's death reminded him of his mother's death. Finau's mother died in a car accident in 2011.
"To have that happen to one of the greatest ever to play the game of basketball and I think one of the greatest athletes in sports is so tragic," Finau told reporters. "I'll be mourning with the NBA and just anyone who knew him or was impacted by him. Very sad, sad day for sports and just people in general."
"Devastated by the news of Kobe Bryant, his daughter and the others who perished in the crash," McIlory tweeted Monday morning. "The outpouring of mourning in the wake of this tragedy shows just how big Kobe's impact was on the world, not just the game of basketball. Mamba Forever."
Bryant is survived by wife Vanessa and three daughters.