The two actors – who have played the Time Lord's companions Graham O'Brien and Ryan Sinclair since 2018 – will depart the BBC sci-fi series in the New Year's Day special, it has been confirmed.
Whittaker, 38, confessed at a virtual Q&A: "The fam as a four is no more. This will be the last time we see Bradley and Tosin.
"On a personal note, I feel absolutely devastated. Just purely knowing it was the last scenes between myself and those actors – both of them had to carry me to my trailer.
“I've not cried like that for such a long time.
"Brad couldn't cope with it at all. And Tosin was like, 'I really can't cope with you getting so upset.' I was like, 'Waah, waah waah.'
"That sums up how I feel. There was not a sense of relief in any way.
“When you realise that it's the last moment these four characters will have, I felt incredibly bereaved – all of our journey has been together and we clicked like a family."
Whittaker joined Doctor Who as the 13th Doctor in the 2017 Christmas special, and in her series premiere episode in 2018 she met companions Graham, Ryan and Yak Khan, played by Mandip Gill.
Gill is staying on as the Time Lord's companion.
Walsh, 60, quit Doctor Who after signing up to star in the ITV reboot of The Darling Buds Of May, which was delayed because of the coronavirus pandemic.
The Chase host said he had "absolutely loved" starring in the hit sci-fi series and would miss "everyone and everything".
Cole, 28, is to star in US courtroom drama 61 Street.
Watch: Jodie Whittaker’s casting confession about playing the Time Lord