Jennifer Aniston Recalls Filming the Last Episode of The Ellen DeGeneres Show : 'So Bizarrely Sad'

Jennifer Aniston had trouble holding it together while filming the final episode of The Ellen DeGeneres Show.

"It was so bizarrely sad," Aniston, 53, recalls to PEOPLE exclusively. "I have to say, because I did the show at the beginning of the year and I was really emotional then, and I kind of was like, 'I can't do that on the last show. I'm going to really lose it.'"

Aniston, who's working as the Chief Creative Officer for Vital Proteins, appeared on The Ellen DeGeneres Show multiple times throughout its 19-season run.

The actress was DeGeneres' first guest when the show premiered in September 2003 — and in a full circle moment, she returned for the final episode, which taped on April 28 and aired nearly a month later on May 26.

During the series finale, Aniston and DeGeneres, 64, reminisced about all their shared memories on the show. The Friends actress then gifted DeGeneres a "Thanks for the Memories" welcome mat, in a nod to the mat she gave the host during their first on-air conversation years ago.

Michael Rozman/Warner Bros. Jennifer Aniston on the series finale of The Ellen DeGeneres Show

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Before taping the segment in studio, the Morning Show actress tells PEOPLE she requested to see her friend backstage one final time.

"We made sure we saw each other beforehand so we could get any of that [emotion] out," shares Aniston, who was joined by singers Pink and Billie Eilish as guests on the finale. "It didn't feel like the last show. It was bizarre."

And even though it's been a few weeks since DeGeneres has wrapped the series, Aniston says she still hasn't processed how she'll never be a guest on the talk show again.

"I still can't wrap my head around [the fact] that that's it," she says. "It's not going to be there anymore, because it was such a staple."

"Even though the world was there before Ellen and now it'll be there after, she was such a source of entertainment and love and joy and laughter for people. It's sad," she adds. "I don't understand what's going to fill it."

Michael Rozman/Warner Bros. Jennifer Aniston and Ellen DeGeneres

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While Aniston digests the end of an era with DeGeneres' show, she's also staying busy by focusing on her health and fitness.

In partnership with the collagen brand Vital Proteins, the Friends star helped launch their second campaign, "Every Moment is Vital."

The brand offers supplements in powders as well as 200-calorie protein bars, which come in flavors like peanut butter fudge, cold brew coffee and dark chocolate coconut — and according to Aniston, they've become her go-to source of fuel to get her through her busy days.

"I'm not a morning person [or] a morning eater," the actress shares. "It's the perfect thing for me to have right before a workout, just to get a little fuel and a little bit of nutrition. I usually have a cooler with me in my car and I put a couple of bars in there."

"It's a great way to get through your day if you can't get to a proper meal and it's a perfect little bit to sort of hold you over," she adds. "The flavors are so delicious. We had so much fun creating them."

As for Aniston's secrets to how she looks good and feels even better?

"I don't put so much pressure on myself," she says. "What these last couple [of] years has taught us all is you just can't sweat the small stuff and being grateful for every single day for our friendships."

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"We're all in these hamster wheels going, going, going, going, going, going, deadlines, deadlines, deadlines, getting in your car, driving here and being," she continues. "And then to actually stop and realize, 'Oh.' You almost don't even realize how much you're driving yourself to full capacity. It's not healthy."

She adds: "So it was good to sort of slow down and not put so much pressure [on yourself] and have boundaries and be able to say, 'You know what? I'm not going to do these three things back to back. I'm going to take two months and just digest what I just did and think about what's going to be next.'"