Jones told Metro it was "really emotional" to hear of the Queen's death on the same day that she commemorated her grandparents' diamond wedding anniversary with a special message from the Palace.
It is customary for couples celebrating their 60th, 65th and 70th wedding anniversaries to receive special messages of congratulations from the Royal Family, as well as for every subsequent year after the platinum anniversary.
Jones said: "The day she died was my grandparents’ [diamond anniversary], and on the day she died, they actually got a telegram from her. So that was really emotional."
The Yorkshire-born comic, who lives with cerebral palsy, spoke about the Queen's passing after her performance at the breast cancer charity CoppaFeel's event Festifeel.
She said: "It’s an odd situation for her not to be here any more, so it’s very sad. But then again, it’s sad when anybody dies.
"It just reminds me to live life to the full and that’s what I try to do in my life and in my comedy. I don’t take anything for granted."
Jones has risen to fame for her performances on panel shows and regular guest spot on The Last Leg, as well as taking part in Comic Relief's Comic Opera this year.
She recently released her first children's book The Amazing Edie Eckhart, which features an 11-year-old girl with cerebral palsy as its protagonist.
Theatre impresario Andrew Lloyd Webber appeared on BBC News to share his own memories of the Queen, including when he entertained her at his home.
He said: "It is really a day where we all have to, I think, reflect on one of the most remarkable women that anybody will ever see."
Watch: Victoria Beckham pays tribute to the Queen