He made his comments when asked whether he had spoken to Thomas on her long-running travel show, No Frontiers.
"With all due respect with Gerry Ryan, life has been different over the past two weeks in RTE. I haven't engaged with a lot of people. It's been odd," he told TV Now.
"I did know Gerry well. I'm very numbed by the whole thing."
The Lyric FM DJ told how 2FM boss John McMahon broke the news of Ryan's death to him. "I was with Larry Gogan. It was just horrendous -- it was the weirdest thing.
"The mood is sombre. Over 20 years sitting in the same corner, and his desk remains. And that's odd, and you remember him up to two weeks ago sitting there.
"It's that whole thing, life does go on and one has to return to normality. But those who knew him and those who cared about him will remember for a long, long time and there is a lot of those around. So as regards Kathryn, with respect to her we just haven't talked. We did Winning Streak in a haze."
Gerry's body was found in his Leeson Street apartment by his partner, Melanie Verwoerd, on April 30. The father of five is believed to have died from a heart attack.
Since his death, tens of thousands of fans have paid tribute to the broadcaster.
An impromptu Late Late Show tribute screened hours after news of his death filtered through attracted more than one million viewers.
And a newly edited interview with Ryan, conducted by Ryan Tubridy for last year's Ryan Confidential, attracted more than half a million viewers to RTE One last week.
Meanwhile, Marty is gearing up for this year's Eurovision gig and will be keeping his fingers crossed for Irish entrant Niamh Kavanagh.
He has been providing commentary for Irish viewers since 2000 and maintains great enthusiasm for the much lampooned contest.
"It's a great thrill -- I love the Eurovision anyway -- it's great fun, it's daft as a brush," he said.
And despite Ireland's dismal showing in the contest in recent years, Marty hasn't lost hope of a victory.
"No, you don't lose hope for it, because if you lose hope in it you've lost everything. There is no point in that. The point is we would actually quite like to win this. It's just that this year I'm more optimistic about our chances," he said.
Viewers will get to see Niamh Kavanagh in the second semi-final of Eurovision next Thursday.