Gillan (Amy Pond) and Darvill (Rory Williams) will both depart the sci-fi drama midway through the seventh series.
Darvill explained that their final scenes were inside the Tardis, and they proved to be emotional.
"The last scene we shot was inside the Tardis with all three of us," he is quoted as saying in The Sun.
"We were then in darkness and we had a big group hug. All those feelings kept inside for so long just suddenly came out."
Matt Smith joked: "We had a hug and Karen fondled me. I called her 'Fondling Bottom Gillan'."
Karen Gillan explained that all three of the main cast cried as they filmed the exit scenes.
She said: "I was in bits. I didn't want to go. There were tears, a lot of tears. But it is the best exit ever."
"I miss the guys, but all good things must come to an end," Smith added. "They go out with a bang and a tear."
Smith also revealed at Comic-Con that the seventh series will begin airing in a few weeks' time.
Photo gallery - 'Doctor Who' films in Central Park:
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