Producer Marcus Wilson - who is also departing - confirmed that filming wrapped on the festive special earlier today (October 5).
He tweeted: "So it's goodnight from me, and it's goodnight from him. That's a wrap. Christmas 2013. Thank you all."
Twelfth Doctor actor Peter Capaldi reportedly visited the set of the special on Thursday (October 3) to film his first scenes in the role.
Smith will appear in two more episodes before departing the long-running BBC series. He will next appear alongside David Tennant and John Hurt in the 50th anniversary special 'The Day of the Doctor'.
Companions Jenna Coleman and Billie Piper will also appear as Clara Oswald and Rose Tyler.
Executive producer Steven Moffat described Smith's performance in his final episode as "heartbreakingly good", adding that he is "so inventive" in the role.
> Doctor Who: Matt Smith shoots scenes for final episode - pictures
Watch Matt Smith and Jenna Coleman talk the end of the 11th Doctor with Digital Spy below:
Photo Gallery: 'Doctor Who' Christmas special