Sheridan, who plays Edie Britt, confirmed last week that she would be leaving the ABC drama at the end of its fifth season.
Speaking to Us Weekly, Longoria, who stars as Gabrielle Solis, said: "I love her so much as a person, and I love the character of Edie Britt. I can't imagine the show without her."
Denton, who plays Mike Delfino, added that he had no idea how Sheridan's character would exit the programme.
"I'm totally out of the loop on that," he admitted. "I talked to Nicollette about it. I know they're trying to send some misdirection out there, so I'm not positive. We're shooting an episode right now where one of the characters got shot, and it's not Nicollette's.
"They're pretty secretive, but I did see something about it on the internet, so you never know."
Desperate Housewives returns to Channel 4 on February 25 at 10pm.