|Lea Michele & the late Cory Monteith
Speaking to E! Online, Matthew said: "We're in the middle of filming it, and it's incredibly hard.
"We've mourned Cory, but now we're mourning Finn. So it's kind of like two people in that one person.
"It's incredibly hard and we're staying strong together and I have to say Lea [Michele] has been the most strongest of all of us."
The cast were already "very close", but Matthew admitted the tragic loss of a co-star has meant they have all had to support one another as they look to cope with Cory's death.
He added: "I think we all knew we were very close but I think this just kind of solidified it like we are a rock for each other right now. It's quite a beautiful thing."
Darren Crisis admitted the "tribute" episode has been difficult to get through, but he hopes it will do the late star justice.
He said: "We're shooting it right now. It's tough to shoot. It's something that needs to happen for the fans.
"I don't know; it's going to be tough. But it will be very poignant and hopefully very moving, and just that: a tribute. Hopefully it will be a good tribute to Cory."