"Lea started screaming, she was distraught," a source told People magazine. "No one knew what to say. It was horrible. She couldn't believe it."
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Lea, 26, who had dated her Glee co-star Cory for two years, was informed of the news by a friend who was determined to make sure she found out from someone she was close to. The actress then left her home to stay at a friend's house and avoid the intense media attention.
Since Cory's death, Lea has been grieving alongside his family. She released a statement thanking family, friends and fans for their support and updating them on her whereabouts.
"Lea is deeply grateful for all the love and support she's received from family, friends and fans," it read. "Since Cory's passing, Lea has been grieving alongside his family and making appropriate arrangements with them.
"They are supporting each other as they endure this profound loss together. We continue to ask the media to respect the privacy of Lea and Cory's family."
Lea also visited the memorial set up outside the hospital where Cory, died several days after he was cremated in a private service in Canada. Following his death an autopsy on Cory's body revealed that the star died of "a mixed-drug toxicity".
The British Columbia Coroners Service added that "It should be noted that at this point there is no evidence to suggest Mr Monteith's death was anything other than a most-tragic accident."
The Calgary-born star, who played heartthrob Finn Hudson in the hit musical show Glee, was found on Saturday in his room on the 21st floor of the hotel after missing his checkout time. In April, Cory had voluntarily admitted himself to a treatment facility for substance addiction.
His representative confirmed to People magazine that "He graciously asks for your respect and privacy as he takes the necessary steps towards recovery." Cory was being loyally supported by his family and Lea. The couple had taken their romance public a year earlier and were often spotted together at ice hockey games.
"I love and support Cory and will stand by him through this," she Lea when Cory chose to enter rehab. "I am grateful and proud he made this decision."