The much-anticipated show will air on Thursday (09Oct13) and Murphy admits he couldn't have made the touching episode without grieving Michele's support.
He says, "She was actually deeply in it - her story kicks in during the last half. It was very brave of her to do, because there were some cast members, who we won’t name, who didn’t want to do a grief episode, didn’t want to do a memorial episode.
"So, Lea really put herself in the bottom of the heap and soldiered on."
Murphy reveals she even helped him pick the pivotal song she sings in the episode: "It was a very personal one for her and Cory. She’s ultimately the person who approved and chose that song. She wanted to do something personal. I don’t think she’ll ever share why she chose that song. It was very sad; everybody was wrecked. It was really hard."
Michele will sing Make You Feel My Love during the episode that will serve as a swansong to Monteith's Glee character Finn Hudson.
The actor died from a drug and alcohol overdose in July (13).