He says Gandolfini was "a fine actor, a Rutgers alum and a true Jersey guy."
Gandolfini grew up in Park Ridge, the son of a building maintenance chief at a Catholic school and a high school lunch lady. He won Emmy Awards for his portrayal of mob boss Tony Soprano on the HBO series, which was filmed in Jersey.
Christie says he's a huge fan of Gandolfini and his Soprano character. He calls Gandolfini and the other "Sopranos" actors New Jersey treasures. He said Wednesday his prayers are with Gandolfini's wife and children.