NOTE: This article contains major spoilers about the Season 3 Downton Abbey Christmas special that aired in the UK but has not yet been shown in the U.S. Read at your own risk!
After months of speculation that Stevens would be departing, Matthew was killed in a car accident during the show's Christmas special, which aired in the UK this week as the conclusion to the show's third season. The season premieres in the States in January.
"From a personal point of view, I wanted a chance to do other things," Stevens tells the UK's Telegraph. "It is a very monopolizing job. So there is a strange sense of liberation at the same time as great sadness because I am very, very fond of the show and always will be."
Stevens, who is currently starring in the Broadway show The Heiress, described shooting his final episode as "very emotional."
Downton Abbey's third season gets underway for U.S. viewers Jan. 6 on PBS (check local listings for time). Are you upset about Matthew's death?