Coyle, who plays Bates, explained that it was strange shooting scenes in which Bates has to go to court.
"[It was] very atmospheric and intense, especially filming in the cells," Coyle told TV Choice magazine.
"Courts are designed to make you feel small, so when I walked up the stairs into the dock, it was pretty intimidating."
Coyle also revealed that the episodes scripts were "amazing" and explained that he is looking forward to seeing what happens to the other characters.
However, Coyle joked that he can reveal "absolutely nothing" about the instalment, quipping: "It's been nice talking to you and I wish you a merry Christmas and a happy New Year! I've spoken to the producers and I just can't say."
Coyle's co-star Dan Stevens has previously hinted that the episode, which will air at 9pm on ITV1 on Christmas Day, will feature further developments in the relationship between Matthew and Mary.
> Downton Abbey Christmas special - First look in pictures