The Premier League outfit announced the departure of the director of football, who brought in the likes of Jordan Henderson, Charlie Adam, Stewart Downing and Andy Carroll - all of whom have been criticised for failing to make an instant impact at Anfield.
"I had a fantastic working and personal relationship with Damien since he came here," said Dalglish. "It is disappointing but I suppose there is not much in football which comes as a surprise.
"He has been really helpful in every transfer target that we've gone for. Everyone who has come into the club since Damien has been here was of my choice.
"Once I made the choice who I wanted Damien went away and did a fantastic job of bringing them in. It's sad to see anyone leave the football club and he goes with my best wishes."
Comolli has revealed that he will return to France for "family reasons".