In a new interview with Another Man magazine, the "Spider-Man: Far From Home" star revealed his late co-star refused to present at the 2005 Oscars because the Academy wanted to include jokes about the gay love story at the center of the acclaimed film.
"I mean, I remember they wanted to do an opening for the Academy Awards that year that was sort of joking about it," Gyllenhaal said. "And Heath refused. I was sort of at the time, 'Oh, okay... whatever."
"I'm always like: it's all in good fun,'" he continued. "And Heath said, 'It's not a joke to me -- I don't want to make any jokes about it.'"
Gyllenhall shared more thoughts on Ledger, who tragically passed away at the young age of 28 after an accidental prescription drug overdose.
"That's the thing I loved about Heath. He would never joke," he said. "Someone wanted to make a joke about the story or whatever, he was like, 'No. This is about love. Like, that's it, man. Like, no.'"
The critically-acclaimed film, directed by Ang Lee, tells the secret and forbidden love story of two cowboys Jack Twist (Gyllenhaal) and Ennis Del Mar (Ledger).
"Brokeback Mountain" received eight Oscar nominations, including acting noms for Gyllenhaal, Ledger and Michelle Williams. The film ended up taking three awards, winning for Best Director, Best Adapted Screenplay and Best Original Score.
Though Gyllenhaal said he still can't watch the film, he expressed his admiration for the film.
"There are things you're chosen for -- a quality, an essence -- and Ang did that," he explained. "And it's still a mystery to me. And something that Heath and I shared: that it was a mystery to us at the time."