“I loved him so much,” the Italian actor wrote in an Instagram post on Friday, alongside a photo of the couple posing for the camera while holding hands.
She went on to thank the audience “for all your kind messages.”
Lynch’s death was announced Wednesday by his family. A few months earlier, the “Twin Peaks” director revealed that he had been diagnosed with emphysema.
He and Rossellini met when Lynch was casting the 1987 neo-noir film “Blue Velvet.” Rossellini later starred in the film and the two began a romantic relationship that lasted about five years. She also appeared in Lynch’s 1990 detective romance, “Wild At Heart.”
In a Reddit “Ask Me Anything” session in 2014, Rossellini described Lynch as a “mixture of cuteness and weirdness.” She recalled that Mel Brooks called him the “Jimmy Stewart of Mars” and said the nickname was “very appropriate”.
Now a resident of Long Island, New York, the “Conclave” actor told Variety last year that she and Lynch are still in touch.
Recalling her relationships with Lynch and her ex-husband Martin Scorsese, she said: “There’s a part of you that never really stops being in love with them. You’re not in love in the sense that you want to be together, but you still care deeply about them. How could you not?