Sane held a silent auction to raise funds for its work in honour of Windsor.
Riley said afterwards: "The important message is to keep talking and look out for your friends."
Du Beke added: "Fellas don't talk and tend to keep it to themselves. Get it out lads - speak to Sane."
During his time on Strictly, Windsor was partnered with Patsy Kensit and Anita Dobson as well as Riley, and won the 2011 Children In Need special with presenter Susanna Reid.
He was also partnered with Alison Hammond and Sara Cox on Strictly Christmas specials and is the only person to have performed on Broadway, the West End and Strictly Come Dancing in the same year.