The stars, who play sisters Lady Mary and Lady Edith Crawley in the hit drama, recently finished filming their last scenes for the final series at Highclere Castle in Berkshire, England, which doubled as their characters' family home, and Dockery admits it was an emotional day.

During a TV industry talk in Beverly Hills, California over the weekend (01-02Aug15), she confessed, "Laura and I wandered around for the last time. Suddenly we didn't want to go home."

Dockery and Carmichael were joined by co-stars Joanne Froggatt, Hugh Bonneville, Elizabeth MCGovern and Penelope Wilton at the event.

The final episode is scheduled to air in the U.K. on Christmas Day (25Dec15).