The head of state said in a short statement she had “fond memories” of meeting the politician six years ago and paid tribute to his wish to “forge ever-closer bonds with the United Kingdom”.
Mr Abe, 67, was shot from behind during a campaign speech in western Japan on Friday and later died in hospital.
The Queen said her statement to Emperor Naruhito of Japan: “My family and I were deeply saddened to hear the news of the sudden and tragic death of former Prime Minister, Shinzo Abe.
“I have fond memories of meeting Mr Abe and his wife during their visit to the United Kingdom in 2016. His love for Japan, and his desire to forge ever-closer bonds with the United Kingdom, were clear.
“I wish to convey my deepest sympathy and condolences to his family and to the people of Japan at this difficult time.”
Mr Abe and the Queen met in 2016 during his second stint as Prime Minister of Japan when he visited the UK.
They were pictured meeting in the Queen’s private apartments at Buckingham Palace, along with the Japanese leader’s wife Akie Abe.