The Tyrone Dobbs actor said that Hesmondhalgh, who is leaving her role as Hayley Cropper after 15 years, is "loved" by Corrie's cast and crew.
"It felt like someone had punched me in the stomach when I found out," he told The Sun. "Julie will be missed by everyone - she's another Bill, she's loved."
However, he added positively that Hesmondhalgh has a bright future ahead in the theatre: "I'm excited for Julie because it's her choice but I'm gutted personally."
Meanwhile, Halsall confessed that his wife and former Corrie co-star Lucy-Jo Hudson has wept over his domestic abuse scenes with Natalie Gumede (Kirsty Soames).
"Lucy cries when she sees me get hit. I get home and she says, 'Are you alright?' She loves Corrie."
The star admitted that he has found the Tyrone and Kirsty storyline to be challenging: "It was hard because I've no point of reference.
"I read case studies and met a chap who suffered from domestic violence and he answered my questions and that helped."
New! Digital Spy Soap Scoop video - watch Amie Parker-Williams discuss the biggest storylines on the way in Coronation Street, EastEnders, Emmerdale and Hollyoaks.