Dineen, an Irish native, died on Sunday after a battle with a rare form of cancer.
The actress, who celebrated her 34th birthday on Tuesday, spoke about the popular British drama’s sixth season and teased a reunion with former fan-favorite Matthew (Dan Stevens) during her visit to PEOPLE.
She cut her trip to the U.S. short, however, to quickly fly back to the U.K., arriving at Heathrow Airport in London.
Dockery was by Dineen’s bedside on Sunday when he passed away at the Marymount Hospice in Cork, Ireland, where he was from.
Dineen, a commercial public relations executive, was diagnosed with cancer earlier this year. The pair had been together since September 2013.
In a statement released through her publicist, Dockery thanked the public for the “support and kindness” the family has received, before adding that she “kindly request that they are left to grieve in private.”