The long-running CBS hit drama series returns for its final season on Oct. 18

After 14 seasons, fans of one of the longest-running police procedurals in TV history will gather for one last Friday-night dinner with the Reagan family.

“I think we’re all a little disappointed,” says Bridget Moynahan, 53, who plays daughter Erin to Tom Selleck’s Frank, of the show’s cancellation. “We’ve had such a good time. We all want to be there. It’s a real loss.”

Working on the series “was a constant,” the actress adds. “This was our daily lives for 14 years. And we’ve all experienced together major life moments together, whether it’s births, deaths, marriages, divorces, illnesses, we’ve had it all together.”

During Moynahan’s last day on the New York City set, the actress and Selleck watched costar Donnie Wahlberg, who plays son Danny, film his final scene. “I think one of the most beautiful things on that last day for me, I’ll never forget it, is Tom, because he was already wrapped and he came down for Donnie and mine’s last scene,” she recalls.

“We were behind a monitor — I’m getting choked up as I say this — and I had my arm around Tom, and he was holding onto my hands the way my dad did. We were just so thankful, and he was so gracious. From day one that’s the way it went: ‘Nice to meet you. We are family.’ ”

The unspoken words between the two meant everything to Moynahan. “That love and appreciation and respect without ever having to say,” she explains. “And the appreciation for everything that we had just built while we’re watching our brother, son, teammate and such a voice and face of the show finish his last scene, it was really quite emotional.”

As season 14 premieres on Oct. 18, Moynahan is grateful for the show’s fans, whom the cast consider family as well. “I have such gratitude for supporting us, cheering us on, for tuning in every Friday night, for caring about the stories and characters, and particularly all the men and women in law enforcement who do put their lives on the line for us,” she says.

That final week on set, “every single day was emotional,” the actress adds. “It was a lot of lasts. And a lot of really wonderful conversations with people, and a lot of them have been there since day one. So it was a lot of hugs and a lot of tears. It was quite beautiful.”

Blue Bloods premieres its 14th and final season on Oct. 18 on CBS.