Furman, who plays for Doncaster Rovers, told BBC Sport: "It's complete and utter shock and devastation.
"He has a young family so there's more to it than losing a footballer - someone's lost a dad."
Meyiwa, a goalkeeper, played for Orlando Pirates and featured in South Africa's last four Africa Cup of Nations qualifiers.
South Africa's football coach Ephraim Mashaba paid a tearful tribute to captain Senzo Meyiwa
On Saturday, he was in action for his club, when they progressed to the semi-finals of the South African League Cup.
He was reportedly attacked after men entered his girlfriend's house in Vosloorus, south of Johannesburg and was pronounced dead upon arrival at hospital.
Former Chelsea, Rangers and Oldham player Furman, who has 18 caps for South Africa, described Meyiwa as a "lovely guy".
He added: "He was very respectful, very friendly and he was just the nicest guy you could wish to meet. He had a lot of great relationships within the team, kept everyone together and his performances were exemplary."
"We don't know what happened but whatever has it's a life taken away far too soon."
