Dunham, 30, shared a photo of herself along with Williams on Instagram, sobbing on the sets of HBO comedy-drama.
Dunham, also the creater of the show, completed the filming of the last season and it was a bittersweet moment for the actress as well as Williams.
"Last pic of the night- @aw stayed until the bitter end like the queen she is. This is what 45 minutes of sobbing followed by me forcing a selfie on Allison looks like.
Dunham also shared a photo of her crying face writing, "It's 2 am on Friday morning and we just finished shooting Girls. Forever.
"To say I don't enjoy goodbyes is an understatement. But, as a wise woman once told me, 'relish it. We so rarely get to choose our goodbyes.' She's right."
She also thanked fans in another post, writing, "You have blown our minds. You have made a big scary world seem small and intimate and I see blessings and safe havens everywhere because of the way you've normalized these experiences, the moments of being female that feel dark and unruly, that hurt like a gash.
Disclaimer: No Business Standard Journalist was involved in creation of this content
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