"The next day I come in, and all my stuff's right next to him," Russell said. "The stuff he does for young guys and the team is amazing."
On Sunday, Dempster said he would not pitch in 2014 because of health reasons. One of the most popular players in the game, the right-hander, who played for the Cubs from 2004-12, will be missed.
"He's one of the more standup guys in baseball," Russell said. "Him and [Alfonso] Soriano were two of the coolest personalities you could ever meet."
The Cubs players learned of Dempster's decision during their morning stretch.
"Me and Jeff [Samardzija] were really, really surprised," Russell said. "Just to even think of him not taking the ball [is tough]. He's one of the guys who no matter what, if he's hurting, he's out there grinding and trying to do what he can do to help the team."
If this is the end of his career, Dempster, who did not rule out a 2015 return, finished on a high note, winning the World Series with the Red Sox. Russell most recently communicated with Dempster in October, when he sent a congratulatory text.
In nine seasons with the Cubs, Dempster was 67-66 with a 3.74 ERA and 87 saves. He signed after undergoing Tommy John surgery and took over as closer from 2005-07 before returning to the rotation. In '06, he led the National League in games finished.
But it was Dempster's sense of humor and personality that endeared him. He would always invite players to his house, even if it was just to play video games. Dempster organized a Cubs "American Idol" competition one spring in which Russell took part.
After one season, Dempster took Russell and Andrew Cashner to the United Center in Chicago to watch the Blackhawks practice. Then they got a tour of the locker room and were allowed to suit up and skate.
"They let us go out and raise hell on the ice," Russell said. "I'm sure Ryan is the only one who could get that worked out."
Whether Dempster, 36, returns is up to him.
"You know he's doing it for the best interests of his career," Russell said of the decision. "I'd love to see him come back and play. He's still got plenty of years on his arm. It's sad to see that happen to a guy who is so well respected around baseball, and especially as well respected as he is in the city of Chicago and the guys in the locker room."