The duo, who picked up the 'Best Drama' gong for the ITV series, spoke about the exit of Dan Stevens in the Christmas special and what series four has in store.
Watch Julian Fellowes and Hugh Bonneville talking about the future of Downton Abbey below:
Fellowes confessed that he was just as upset as viewers about Stevens's exit, but claimed that he couldn't do anything about it because the actor wanted to leave.
"I'm not going to criticise him," he said. "It's a very funny career to try to make any sense of as I only know too well. And when you definitely feel like something is the right move you've got to do it. But I was very sad."
The writer teased that the departure of Matthew Crawley would dominate future episodes, claiming that "Mary [Michelle Dockery] trying to rebuild her life" would be a dominant theme of series four.
[Hugh Bonneville and Julian Fellowes]
Fellowes also hinted at a return for guest star Shirley MacLaine and suggested that he would be avoiding killing off any further characters this year.
"We don't want it turning into Midsomer Murders, where they live in the same village and 450 people get murdered," he laughed.
Joking about who they would love to see join the cast in the future, Bonneville suggested comic Julian Clary, while Fellowes suggested fellow NTAs winner and Lily Savage star Paul O'Grady.
"Paul O'Grady would be great as Violet's cross-dressing brother," said Fellowes. "Suddenly appearing and introducing a different note in England in 1922."
Downton Abbey begins filming series four in three weeks.
Photo gallery - the NTAs red carpet: