"It's pretty heavy on a personal level," Blackthorne tells PEOPLE about dealing with Katie Cassidy's departure
Credit: Dean Buscher/The CW

Arrow recently said goodbye to original cast member Katie Cassidy, who played Laurel Lance/Black Canary and was killed off in last week’s episode. Her departure has been especially hard for Paul Blackthorne, who stars as her father Quentin Lance, and tells PEOPLE he was “very sad” when he found out about it.

“Working with Katie has been amazing. We had a very special working relationship, which I hoped has been reflected on the screen,” says Blackthorne.

In Wednesday’s “tough” episode, Quentin tries to find a way to bring his daughter back from the dead since other people have done it before, including his younger daughter Sara (Caity Lotz).

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“It’s pretty taxing. You sort of go into a dark place for a few weeks,” says Blackthorne of Canary Cry, which features Laurel s funeral. “It’s pretty heavy on a personal level for a few weeks. When that last scene sort of happens and then you’re done, you sort of realize how heavy it was after it was done. It’s pretty exhausting.”

However, not everything at work is gloomy. In the next few weeks, the show will continue to dive into his character’s romantic with relationship with Donna Smoak, played by NYPD Blue alum Charlotte Ross.

“There’s something interesting stuff in future episodes exploring their relationship post-Laurel,” he teases, adding it’s “been beautiful” exploring this romance because Ross is “fantastic to work with.”

While his character’s fight against injustice is limited to Star City, the English actor is fighting it in real-life at a global level.

Last year, he spearheaded a t-shirt campaign that helped raise over $100,000 to help fight elephant and rhino poaching, and this year, he has joined forces with Arsenal team player Aaron Ramsey to release the “Save the Rhino Vietnam” t-shirt to raise funds for Save The Rhino International. In May, he’s traveling to Vietnam to raise awareness about the problem.

“I’ve always been a lover of nature and wildlife, ever since I was a kid rummaging around in bookstores for National Geographic magazines and pinning to my bedroom walls,” he says.

The trip will involve meeting with doctors to dispel the idea that rhino horns have any medicinal purposes and speaking to business leaders and young people, who view rhino horns as a status symbol because of their expensive price.

“When I discovered a few months ago that 90 percent of the rhino horn that’s poached in Africa is ending up Vietnam, I decided it was good idea to focus on that.”

Arrow airs Wednesday (9 p.m. ET) on The CW.