"Downton Abbey," which features Stevens as Matthew Crawley, ended its third season on the U.K.'s ITV in November. A Christmas special that aired last night in the U.K. explained the character's exit.
The third season of "Downton Abbey" will begin airing Jan. 6, 2013, in the U.S. on PBS, and the fourth season will begin shooting in the U.K. this winter.