The actress, 66, is suffering from terminal bowel cancer and made the brave choice to stop chemotherapy in order to enjoy one last, painless Christmas with her family.
She was interviewed by her fellow panelists on the ITV chat show in the week, promoting her book There's Something I've Been Dying to Tell You.
The episode will be screened later this month and it is believed it will be Lynda's final television appearance.
A Loose Women source told the Mirror: "Coleen [Nolan] and Janet [Street-Porter] were really upset when they realised this was probably the last time they would see Lynda.
"It hit them really hard as they had to interview her knowing her fate. It was clearly very emotional for Lynda, as it was for the other panellists.
"There wasn't a dry eye in the house, and behind the scenes they were all hugging each other. Lynda hasn't got long left but is determined to enjoy every day. Seeing her fellow Loose Women really boosted her spirits and she had a big smile on her face."
Lynda, who shot to fame appearing in the Oxo Cube adverts, told last month how all she wanted was to have one more Christmas with her sons Michael, 31, and 26-year-old Robbie, and her husband Michael, 59.
Following Lynda's appearance on the show, fellow panelist Carol McGiffin tweeted: "If you do one thing today, buy my friend Lynda Bellingham's book."