The popular Tv programme has been rocked by exits as key castmembers, including Dan Stevens and Jessica Brown Findlay, have left to pursue careers in Hollywood.
The show is poised to return for a fourth season, but Dockery, who plays Lady Mary Crawley, is convinced Downton Abbey won't continue if Smith decides to leave.
She tells Vulture.com, "If more people start leaving, that's when it can't go on. Like if Maggie Smith decided not to do any more, I think that really is the end. One of the great things about the show is the ensemble... So if more people start dropping off, I just don't think it will work."