Thick of It actor Capaldi will take over the role of The Doctor from Matt Smith in Doctor Who's Christmas special.
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McIntosh recently told Flicks & The City that she's looking forward to her character Vastra, Jenny (Catrin Stewart) and Strax (Dan Starkey) "helping The Doctor more" in the future.
"It will be sad not to be working with Matt [Smith] again, but I'm really looking forward to Peter taking over and seeing what he does with it," McIntosh commented.
McIntosh also praised Doctor Who showrunner Steven Moffat's choice of having Vastra and her Paternoster Gang live in Victorian England.
"We can do so much in Victorian times, it's got that steampunk edge to it," she said.
"Think how freaky that era was with the Elephant Man and all that and just add us into the mix, with time travel and all sorts of weird, wonderful stuff."
Doctor Who returns for a 50th anniversary special in November. 'The Day of The Doctor' will see Smith sharing the screen with David Tennant and John Hurt.
Jenna Coleman and Billie Piper will also appear in 'The Day of The Doctor', as will the Daleks and classic series monsters the Zygons.
BBC One is to air 'The Day of The Doctor' in the UK and BBC America will broadcast the show in the US.
At least 75 counties across the world will take part in an international simulcast of the episode.
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