The actor recently completed his stint on the BBC soap as he has a number of other projects on the way. Viewers will see Eddie bow out from Walford next week.
Essex told All About Soap: "I'll miss all the people and the togetherness of the cast. I'll also miss Eddie - playing him has involved a lot of soul-baring and it's been very challenging.
"I really wanted something to get my teeth into, and to give credit to producer Bryan Kirkwood and the writers, they certainly gave me that."
Essex named his screen sons Tony Discipline (Tyler), Matt Lapinskas (Anthony) and Steve John Shepherd (Michael) as the castmates he will miss the most, and added that filming his final scenes had been an emotional experience.
"There are some really powerful scenes coming up between Eddie and the boys in the boxing gym," he explained. "It was very hard work and all of us were crying our eyes out.
"The emotion was appropriate for the scene we were filming, but I think that the sadness also came from the fact that it was one of the last times all of us would be filming together."
Vanessa Gold, played by Zöe Lucker, also leaves EastEnders in next week's episodes.
> Read Digital Spy's recent interview with Zöe Lucker
> Read more EastEnders spoilers and news
Watch Inside Soap Award guests telling Digital Spy about their favourite soap storylines of the past 12 months below: