The actor told TVLine that he does not want the medical drama to climax with with more "trauma" when it eventually draws to a close.
"I hope it's not something traumatic like another plane crash or somebody getting run over by a bus," he admitted. "I think [life will] sort of just go on."
He then quipped: "I think it would just go out very simply - and leave it open for the movie!"
Dempsey also confirmed that he has no plans to leave Grey's Anatomy in the near future, having signed a new two-year deal in May for reasons of "job security".
"You look at what's going on in the world and how difficult it is to get a job," he explained. "Actors who have been on other [hit] shows aren't working. I'm like, you know what? Why not [stay]?
"It's here. It's still going. Everybody's working really well together. The scheduling is working out this year and it's still amazingly popular. I had a long time where I wasn't working. I was struggling. So why not? And the money's good. I would be stupid to say no."
Grey's Anatomy creator Shonda Rhimes recently confirmed that spinoff series Private Practice will end at the conclusion of its current sixth season.
> Private Practice star KaDee Strickland: 'Show end is bittersweet'
> Grey's Anatomy creator defends controversial twist