The actress reflected on her role on the ITV drama in an interview with Parade, insisting that while she tries not to pay too much attention to what viewers of the show are saying online, she is amused by many of the things she reads.
"I was told there is a Twitter account called Lady Mary's Eyebrows, which is just bonkers!" Dockery recalled.
"I tend to not take it all too seriously, but it's incredibly flattering. I'm just very proud to be a part of something that's captured people's hearts."
She also commented on her experience working with Shirley MacLaine during Downton's third series, adding: "Oh! She was brilliant! It was suddenly very quiet when she left, and we all missed her. Being in the same scenes as Maggie Smith and Shirley MacLaine is something I will never forget."
Dockery can next be seen in the new BBC drama Restless.