"I feel like Katy wouldn't have done it, five minutes later," he said of her suicide. "But these things happen and there's no going back."
"Katy was so funny," Spade added. "I don't know if agoraphobic is the word, but she didn't like to mingle a lot; she'd have people at her house and she was always so funny."
However, the death of his sister-in-law isn't the first or even the second time Spade has lost someone to suicide. The actor recently mourned the death of comedian and frequent opening act of his, Brody Stevens, who died of suicide last February.
Spade also revealed to The New York Times that his stepfather passed away when he was only 15. According to Spade, he lost many "close friends" in high school and college.
"People just started going right and left, and I would sit and stare at a wall," he recalled. "I just said, 'OK, I guess I'll cross my fingers that it doesn't happen to everyone.' And more people would go."
These tragic deaths were all before Spade met his "Saturday Night Live" co-star Chris Farley, who died of a drug overdose in 1997. Although it's been decades since Farley's passed, Spade told the publication he still receives backlash from fans, including comments like "I wish you died instead of Chris Farley."
"The first couple times it was rough," he said. "But now it's the standard burn. I wish I didn't get that three times a week."
The "Grown Ups" star expressed that he believes some people will never get used to seeing him without Farley.
"But do you just stop doing what you're doing because of a tragedy?" he asked. "You have to go, 'Well, I still like doing this.' Some people won't be interested. But I did three sitcoms after that. It wasn't totally horrible."