Grey’s Anatomy’s Kevin McKidd Reflects on His First Day with Sandra Oh: We ‘Quickly Became Fast Friends’ (Exclusive)

Long before Owen Hunt became one of Grey’s Anatomy’s most polarizing surgeons, Kevin McKidd remembers arriving on set as the nervous new guy — only to quickly form a close bond with Sandra Oh.

Speaking with PEOPLE about his emotional season 22 exit from the long-running ABC drama, McKidd, 52, reflects on his first day working alongside Oh, who portrayed Cristina Yang for 10 seasons.

“I was terrified,” McKidd recalls. “It was such a huge show.”

The actor says he first had scenes with beloved characters Derek Shepherd (Patrick Dempsey), Mark Sloan (late actor Eric Dane) and Richard Webber (James Pickens Jr.) before eventually filming scenes with Oh, 54, later that same day. “I was really intimidated, but we connected quickly,” he says. “Very quickly became fast friends.”

The pair’s characters met in the season 5 premiere in 2008 after Owen, an Army trauma surgeon fresh from Iraq, dramatically rescued Cristina following a freak icicle accident outside Seattle Grace Hospital. After using a belt to create a tourniquet for her wound and stapling his own wounded leg in the ER, Owen kissed Cristina, launching a romance that would define the series for years.

Over six seasons together, the pair became one of Grey’s Anatomy’s most beloved — and divisive — couples, navigating Owen’s PTSD, a hospital shooting, marriage, infidelity and painful disagreements about having children before eventually divorcing in season 10.

Looking back, McKidd says working opposite Oh shaped him as an actor. “I learned so much from Sandra,” he says. “So much about the inner work of acting.”

“Sandra’s very, very deep in her process of the way she approaches character, and she invited me into that and entrusted me with that,” he continues. “I gained so much just being around how diligently and vigorously she interrogates the script.”

According to McKidd, Oh constantly challenged scenes to become “better and deeper and richer.”

“I learned so much as an actor from Sandra, to be passionate and to be bold,” he says. “She’s one of the boldest and most passionate actors we have today.”

“Every minute that we got to act together, I saw it as a privilege,” he adds.

Oh exited Grey’s Anatomy in 2014 after 10 seasons. “I was so sad when she left,” McKidd says.

At the time, McKidd told The Hollywood Reporter he considered Cristina and Owen “the loves of each other’s lives.”

“I love working with her,” he said in 2013. “I’ve had the great fortune and luck for her to be my acting partner for the last half a decade.”

Following Oh’s departure, McKidd continued portraying Owen for another 12 seasons, helping transform the once volatile trauma surgeon into a more healed and emotionally grounded character by the time of his season 22 farewell.

“Owen can be quite a polarizing character, and that’s only a good thing,” McKidd tells PEOPLE. “He was designed by Shonda Rhimes as an antagonistic character.”

“He was never designed to be this cozy, lovely character that everybody adored,” he continues. “He was designed to create debate and for people to have strong feelings about what he did right and wrong.”

Still, McKidd says Owen’s long-term evolution is what ultimately made the role so meaningful to him.

“When we meet him, he’s basically a broken, traumatized war veteran,” he says. “And to see somebody follow his path and ultimately end up in a healed place — that’s the message of Owen Hunt.”

The actor points specifically to the season 22 finale, in which Owen saves a family during a catastrophic bridge collapse before reconciling with Teddy Altman (Kim Raver) and leaving Seattle for Paris.

“The saving of that family kind of closes the loop of the platoon he lost in Iraq all those years ago,” McKidd explains. “He was able to save his family when he wasn’t able to save his family all those years ago.”

“It healed that wound,” he continues. “You can heal. You can be traumatized from whatever you’re traumatized from, but you can move forward and have a healthy life.”