The actresses teamed up in 2014 to option the rights to Australian author Liane Moriarty's book of the same name, and they served as co-executive producers on the show, in which they also star.
"Big Little Lies", which centres on three murderous kindergarten mothers, is the first project Nicole and Reese have worked on together and the actresses built up such a strong bond both on and off set, they now feel just like siblings, reporetd ABC News.
"We didn't know each other very well before we started but... I always looked up to you, you're such an incredible actress," Reese said.
"I call myself your big sister now!," Nicole smiled, making it clear the admiration was mutual.