Speaking at the launch of BBC One's second series of The Syndicate, Finneran revealed that she would not be returning as scheming maid Miss O'Brien.
A rep for the ITV series has confirmed the departure, but said that the character would not be killed off and could potentially return.
Julian Fellowes's show has just started filming series four and early pictures from the set feature the characters in mourning for Stevens's character Matthew Crawley, who was dramatically killed off in the 2012 Christmas special.
Downton returns to ITV in the autumn and the fourth series will air in the Us in early 2014 on PBS.
Watch our recent interview with Julian Fellowes about the future of Downton: »
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