Helen Gration had three children with the 71-year-old and said the family are in "such disbelief" about his passing.
The much-loved personality was a familiar face for millions across Yorkshire following his near-four decade stint on the news show.
He stepped down in 2020. He had joined the BBC in 1978 and four years later began to present Look North.
In a tweet from his Twitter account, Helen wrote: "The boys & I would like to thank everyone sincerely for the beautiful things here about Harry.
"We are in such disbelief that his chair remains empty today & his coffee cup unused. We’ll try to reply as much as possible in time. We love him & miss him totally.Helen xx"
A number of his former colleagues and friends have paid tribute to him since his death was announced. Christine Talbot has worked extensively with Harry in recent months and told her social media followers she had spoken to him on Thursday.
Harry was described as an 'outstanding broadcaster and proud Yorkshireman' by former colleagues after the news of his death broke.
Helen Gration is Harry's third wife and they had twins - Harvey and Harrison - before becoming parents again at 68 and 51 with Hamilton.