Alison O’Donnell, who plays Detective Sergeant Alison “Tosh” McIntosh said working with Henshall was “an insane luxury”.
Speaking ahead of the upcoming new series, now in its seventh season, O’Donnell added: “Having the privilege of working so closely with Dougie for all these years was an insane luxury.
“I’m trying to be grateful for everything we experienced together rather than focusing on the obvious sadness.
“I’m also incredibly proud of what we achieved together, and I know he is too.”
Viewers can expect “twists and high-octane drama” said O’Donnell.
She added: “It’s not to be missed. Our guest cast is absolutely outstanding, as ever, and there are some big moments for the core cast too, with Perez’s ending and another series regular being thrown into serious jeopardy.”
Henshall announced last month he would be leaving the drama, saying he looked forward to playing a “baddie” again as the character of Detective Inspector Jimmy Perez was “irredeemably good”.
He has plans to take his daughter to stay in the Sumburgh lighthouse and “go and hang out and get to be a tourist.”
Henshall added: “After going there for nearly 10 years, I’m still discovering places to go and see. There are so many nooks and crannies that are absolutely beautiful and the wildflowers in the summer are truly stunning.
Been a weird day. Thank you for all the kind words about Shetland. The people, all around the world who followed Jimmy Perez over the years and empathised with him, thank you, it was very much appreciated. For those that are interested I’ll explain my reasons for leaving later.
— Douglas Henshall (@djhenshall) July 20, 2022
“I loved the pace of the place. I really loved the sea, I loved how stark it could be, I loved the weather in all its glory. I loved the drama of the Shetland Isles.
“I also met some really nice people there who were fabulous, kind, generous and funny. There aren’t many places like Shetland – it’s very much of itself. It’s unique and I’ll miss that.
“What I’m looking forward to doing is going back and hopefully staying in the lighthouse at Sumburgh because it’s fantastic.
“It looks right into the ocean and if the wind picks up and a storm comes in, it’s the best place in the world to be. I want to take my daughter, show her the beaches and get her into the sea.
“Just to go and hang out and get to be a tourist would be nice.”
Shetland will return to screens for the seventh season on Wednesday, August 10 at 9pm on BBC One.