Fergison filmed her final scenes for the soap a few weeks ago, and viewers will see Heather meet a tragic end in Monday night's (March 19) episode.
Henry, who plays Heather's best friend Shirley Carter, shares her memories of working with Fergison during an interview on upcoming BBC Three special EastEnders Revealed: The Murder.
"The public took to [Heather] immediately," Henry explained. "It could have been a one-dimensional role, but Cheryl has brought so many different layers to Heather. I don't think there is anyone who could have played Heather like Cheryl."
She continued: "We just immediately, and I'm not just saying this, clicked."
Monday's episode sees troubled teenager Ben Mitchell (Joshua Pascoe) kill Heather during a furious showdown at her flat. However, Fergison stayed on set for the aftermath scenes, which air across the rest of the week.
Henry confirmed: "Cheryl decided to play the corpse, because she knew how much that meant to us and how much we would relate to seeing her there."
In the hours following Heather's death, Phil Mitchell (Steve McFadden) tries to cover up his son's involvement in the tragedy - concealing the truth from partner Shirley.
Executive producer Bryan Kirkwood told EastEnders Revealed that Heather's exit sparks "an enormous storyline that is going to rumble on for quite some time".
He added: "When Shirley finds out, there's going to be a nuclear reaction. Phil always wanted Ben to be a Mitchell and now he's got what he wanted in the worst possible fashion, so I think Phil is going to regret ever saying those words to his son."
EastEnders Revealed: The Murder airs on Thursday, March 22 at 8pm on BBC Three. The show features interviews with Cheryl Fergison, Linda Henry, Steve McFadden, Jamie Borthwick and Bryan Kirkwood among others.
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