The hardman footballer-turned-actor told the Sunday Mirror he had cried "almost every night" since his wife of 25 years died in their Hollywood home on July 6.
Speaking of her final moments, surrounded by family, he said: "We knew it was the end, we were cuddling her. I kissed her a lot and told her I loved her. I kept saying 'I love you, I love you'."
Ex-Leeds midfielder Jones, 54, who won the 1988 FA Cup with Wimbledon's "Crazy Gang" and made his film debut in Lock, Stock And Two Smoking Barrels a decade later, said he would "never be with anyone else" after losing his true love.
The couple married in 1994 and had a son, Aaron. She also had a daughter by her former husband.
In 2013, he revealed both he and Tanya had melanoma, the most serious type of skin cancer, and he was later given the all-clear.
Tanya, who died aged 53, had also been treated twice for cervical cancer and underwent a heart transplant at 21 following the birth of her daughter Kaley.
Jones added: "In that last week of her life when the doctors said there were no more treatments, I never told her she was dying. We never spoke of that, I didn't want her to know.
"In the hospital I slept there every night and Kaley would come every morning."
Speaking of their relationship, an emotional Jones said: "People say, how did it last? And I say because it was real, true love. I think we found true love."
Following Tanya's death, Leeds United tweeted their condolences, posting: "The thoughts of everyone at LUFC are with Vinnie Jones, and the family and friends of his wife Tanya, who has sadly passed away #FootballFamily".
Jones played for the club between 1989 and 1990 during his 15-year football career.