NBC chief Robert Greenblatt announced in May that the comedy's seventh season would be its last.
"Things do end, and you want them to end when we're running through the finish line and not limping to it, and not vomiting or pooping ourselves," Fey told the Los Angeles Times.
However, the actress - who plays Liz Lemon - admitted that she will struggle to leave 30 Rock behind.
"You have to muster the maturity to leave it," she said. "But we're all going to be a mess."
30 Rock will conclude with a special hour-long series finale, Greenblatt has also confirmed.
"I know Tina, Alec Baldwin and the rest [of the cast] will deliver some of their best work," he said. "We think the world of Tina."
30 Rock will return to NBC this fall on Thursdays at 8/7c. The series airs on Comedy Central in the UK.
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Watch a clip from 30 Rock below: