In emotional scenes broadcast on UTV, Hayley bid farewell to her friends and husband Roy as she decided to end her life before the treatment for cancer rendered her incapable of doing so.
Hesmondhalgh portrayed the transgender character for 16 years and said she loved every moment of her experiences on the Street.
She added: "I loved Hayley from the start.
"She just wanted to lead an ordinary life, she didn't need to make a big splash about anything as she fell in love with Roy and as that relationship developed she became more comfortable in her own skin.
"And she became a bit more joyful really; she was quite a nervy soul at first. She is just a lovely, lovely human being."
When the character of Hayley was introduced to the soap as a possible love interest for the quirky Roy, she was the first transgender character in the history of UK soaps.
Hesmondhalgh said: "It was always going to be a bit of a joke that Hayley would come in as the first of many failed dates for Roy and this would be the disaster that he would actually really like Hayley and it would turn out that she was a pre-op transsexual, and he would freak out and that would be it.
I've loved the character, but I've also loved what we are able to do with her.
Julie Hesmondhalgh (Hayley Cropper)
"But because I never saw it as a joke, I really wanted to play it for real, I was always really aware that there were people going through this in real life and it was a real privilege to try and show what that might be like.
"And ultimately we ended up being praised in Parliament for the changes we had made to perceptions of trans-people... so it all was fantastic in the end and I can't imagine in my life playing a part that I'm prouder of.
Coronation Street fans instantly fell in love with Hayley and Roy as a couple as they would often provide some comic relief for the show, as well as some touching moments as their relationship developed.
Speaking about her on screen partnership with actor David Neilson, Hesmondhalgh said they instantly connected as Hayley and Roy.
"There is a little bit of magic and chemistry that sometimes happens when two actors get together and it is an absolutely unknown thing... but it just happened between me and David."
Neilson added: "For me it was (a match) made in heaven. We could bounce off each other, she would give brilliant notes because she knew how my mind worked and it gave me confidence."
I'll miss her and all her energy.
David Neilson (Roy Cropper)
Last year the character of Hayley was told she had terminal pancreatic cancer and viewers watched as she dealt with her circumstance and decided to make the most of the time she had left.
This included making a 'bucket list' that involved a trip to Blackpool, an unusual camping trip and a vow to make sure husband Roy finally learned how to drive.
Hesmondhalgh admitted the sensitive storyline has become her favourite on the programme.
"I knew that filming Hayley's final scenes would be a difficult time," she said.
"You've always got to be a bit careful talking about things like this because I was able to wipe off the make-up afterwards and go home to my kids and be healthy and happy again, but it does sit with you.
"It has been a really incredible time and also the writing has just been amazing.
"There is usually a jokey atmosphere on set, but it was almost church-like in the Cropper's flat during those last scenes and that was really meaningful to me."