Speaking on This Morning, Smith added that he was emotional when he watched the episode.
"There's an important character coming back, but I can't say who," he said. "But it is very significant - it's a cracker!
"I watched it and was quite emotional probably because it was the end of the series and we'd worked so hard and we'd got there. I watched it with Karen [Gillan] and we were like, 'Woo hoo!'"
Smith also revealed that he feels more comfortable playing the Doctor now.
"[Filming the series] was quite an intense experience and it was quite hard work, and the pressure of taking over the mantle of David [Tennant] was present," he said. "But I feel I've grown in confidence and I can't wait to start series two... and I'm going to read the Christmas episode this week!"
Doctor Who concludes on Saturday at 6.05pm on BBC One.