"It has been challenging," Shum, who plays Mike Chang on the hit FOX show, told EnStars on Thursday night at SEGA's Go Dance event at STK Midtown in New York.
"As you can imagine, it has been rough for the cast," he said. "Filming the episode has been emotional but beautiful at the same time."
Monteith/Finn's memorial episode will be the third in Glee season 5 and will be called The Quarterback, named after Finn's position in football. The episode will begin with the characters learning about Finn's death and their subsequent reactions. Rachel (Lea Michele) will only appear in the final act of the episode.
Shum revealed that the cast will sing a few throwback tunes, which were sung by Finn's character in previous episodes.
"It has been emotional and tough. We're filming and missing someone who was part of our family," he said.
The Glee actor added that the writers did a "beautiful job," and the cast is "working hard to make it the best tribute it can be."
Shum revealed that after filming of the tribute episode wraps, the cast will be going on a hiatus.
"The writers are working on where to take the show from here, so we'll all be taking some time off," he said, admitting he's not sure when the cast will reunite to film the rest of the season.
The episode is set to air on Oct. 10. Season 5 of Glee premieres on Thursday, Sept. 26 at 9 p.m. on Fox.