Egoyan said: "I got this email from him that he wanted to come back and finish it right away.
"And that is just amazing. I think that's the smartest thing he could have done."
Neeson's colleagues said they were "grateful" for his quick return to finish the film after his sad loss.
Liam had rushed from the set of Chloe to be with his critically injured wife after her skiing accident.
A few hours later, she was flown to a hospital close to her New York home and died shortly afterwards.
After her wake and funeral, Neeson returned to the set to wrap up Chloe.
Egoyan said: "I think the biggest effect was the human impact. It changed all of us as human beings."
The thriller premiered on Sunday at the Toronto Film Festival, six months after Natasha's death.
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