Robert (Hugh Bonneville) bids farewell to his family and sets off on his travels to go and help Cora's (Elizabeth McGovern) playboy brother Harold, who has found himself in a spot of bother.
Watch a preview of this weekend's episode below:
Harold will be played by Paul Giamatti, and is expected to appear in this year's Christmas Day episode.
Elsewhere in this week's programme, romance blossoms as Lady Rose (Lily James) and jazz singer Jack Ross enjoy a boat ride together.
Meanwhile, newcomer Sarah Bunting (Daisy Lewis) catches the eye of Tom Branson (Allen Leech), who had been threatening to leave Downton, complaining that he felt out of place in the household following the death of his wife Lady Sybil.
Downton Abbey airs on Sunday November 3 at 9pm on ITV.