Dockery looked elegant in a knee-length black dress with lace trim, while co-star Bonneville was smart in a black tuxedo at the special event, held in aid of the NSPCC's confidential 24-hour helpline and online service for children.
Other guests at the bash included Cara Theobold, Gary Carr, Rob James-Collier, Allen Leech and the ITV show's creator Julian Fellowes.
The event raised over £660,000 for ChildLine, and James-Collier said that he found it "really heart-warming to see such a wealth of support for this fantastic cause".
Guests placed bids on special Downton-themed prizes - such as a set visit and a leather-bound copy of the first episode's script signed by Julian Fellowes and many of the show's stars - throughout the evening.
The period drama heads towards its fourth series conclusion this weekend, with the second big party of the series dominating events.
A preview clip featuring Lady Rose planning a big surprise was released earlier this week.
Downton Abbey airs on Sunday, October 27 at 9pm on ITV.