“The world would not be better off without you," she said in a now-deleted video posted to social media. "Oh Anthony, why?"
McGowan also tweeted concern to others who may be contemplating killing themselves, saying, "Please call a hotline. Please reach out."
The suicide of the 61-year-old host of CNN’s “Parts Unknown” comes just three days after designer Kate Spade died by suicide.
Bourdain's girlfriend was Italian actress Asia Argento, who, like McGowan, is an outspoken Harvey Weinstein accuser.
"Asia [Argento] needed you, Anthony," McGowan said in her tweet. "We needed you. Please come back."
Argento also paid tribute to her boyfriend Friday, saying, “He was my love, my rock, my protector. I am beyond devastated.”
The couple was photographed in Rome last week and there are reports their relationship was in trouble after she was spotted in the Eternal City in a romantic embrace with a French journalist.
Two hours before the celebrity chef’s death was reported, she posted an Instagram selfie in which she was wearing a T-shirt with the words “f*** everyone” written on it with the cryptic message, "You know who you are."
Bourdain was found dead by one of his closest friends, celebrity chef Eric Ripert, in a hotel outside Strasbourg, France.
According to reports, Bourdain hanged himself.
CNN's Kate Bolduan teared up as she reported on her colleague's death.
“Every time he would walk on set I would always shout at him, 'In my next life I’m coming back as Anthony Bourdain!'" she said. "I wonder, is that why it's so hard to process this today?"
Bourdain lived in Manhattan, not far from CNN’s studio. Before he became a TV star he was a successful chef and rose to fame as the author of New York Times bestseller "Kitchen Confidential." He was known as “the original rock star” of the culinary world.
President Trump discussed Bourdain's death with reporters as he left for the G7 summit.
"Anthony Bourdain is dead! I enjoyed his show," he said. "He was quite a character I will say. I just want to extend my condolences and also to the family of Kate Spade."
President Obama, who made a guest appearance on "Parts Unknown" in 2016, tweeted a touching photo and memory of Bourdain.
Bourdain leaves behind a daughter, 11-year-old Ariane.