The Wales manager was found dead in his home early on Sunday morning and Welsh international Earnshaw says it was extremely difficult news to hear.
"What kind of a reaction can you have? It's deeply, deeply saddening," he told Sky Sports News.
"It's really sad. It's the worst kind of news you can have.
"The biggest thing is you feel for his family, his boys and wife and what they could be going through.
"We'll definitely miss him. I've been lost for words for the last 24 hours because I don't know what to think."