The star was sharing the role of Miss Hannigan with O’Grady in a production of Annie, and knew Goodman from Strictly Come Dancing.
“We didn’t sort of know what was going to happen but we had to get on with the show, as they say, the show must go on.
“We got on with it but it was a really emotional day. It was really hard to breathe. It was really hard to get through because we were just all in a state of panic and shock.”
Goodman passed away days ahead of his 79th birthday in April after battling cancer.
Revel Horwood said of losing the TV star so soon after O’Grady: “It was a double whammy, it really hit me.”
The dancer said Goodman was “brilliant” and “brilliant fun”.
“I will miss him,” he said.
"The thing is, like Brucie (Forsyth), he will live inside me and every time I hear the word ‘Seven’, that will always ring in my head and in my heart.
“My love of course goes out to his wonderful wife Sue and his family, who were absolutely wonderful.”
I didn’t even know he was ill, it was a huge shock for me. And I know he wanted to keep it quiet as well… but a brilliant brilliant man who brought ballroom back to the world.”
Watch: Craig Revel Horwood has replaced Paul O'Grady in 'Annie'