Asked how he's been holding up after losing Murphy, 32, last month, Monjack tells King, "I don't think I am. I don't think either of us are."
"No," replies Sharon.
Monjack told King that every morning is "like a rebirth. It's - there's not enough time to - your dreams, be they good or bad, when you wake up and I reach out to touch or hold my wife, she isn't there."
During the interview, which airs Wednesday, Monjack told King he called 911 after Murphy's mother found the actress unresponsive in the bathroom of their Hollywood Hills home on Dec. 20 and called for his help.
"Sharon and I were holding each other," he recalls. "And they let us know at the same time that they - that she hadn't made it."
"But we knew before that," Sharon Murphy added. "It was just - you know, you felt her life go out of her."
A cause of death has not yet been determined, but rumors have circulated that Murphy was abusing prescription drugs and had an eating disorder.
Monjack denies both claims, instead blaming Hollywood for Murphy's death. "You want to know what broke Brittany Murphy's heart?" he asks King. "Hollywood broke Brittany Murphy's heart."