The actress told Entertainment Weekly that she was "saddened" when the project was dropped by the History Channel.
"I was as shocked as everybody else because we just didn't see it coming," she said. "So I just kind of said, 'Okay, I hope this finds a home because a lot of work went into it.'"
She continued: "This is something I don't have control over. It's my job to not go into the whys and what happened. They don't need that from me."
Holmes also expressed her hope that the controversy surrounding The Kennedys will not affect the perception of viewers.
"Obviously there was a lot of talk about it and attention," she said. "Our job was to do our best. I think there is a nice balance of the human side and the professional side. I'm proud of what we did."
The Kennedys premieres on Sunday at 8pm on Reelz in the US and on April 7 at 9pm on History in the UK.
> Kennedys exec: 'Show's axe was ugly'
Watch our exclusive clip of Katie Holmes talking about her role as Jackie Kennedy in The Kennedys: