"I am sorry about that!" Stevens told Radio Times magazine.
"I think what emerged is that it's an unwritten rule that you're not supposed to die on British television on Christmas Day, and that, specifically, was not my doing," he said. "I didn't have any say in the manner in which he went. Ultimately, it was in the hands of Julian [Fellowes] and the producers."
However, Stevens said he understands the decision because it meant Matthew stayed true to his beloved wife, Mary, until he died in a car crash in the costume drama's Season 3 finale.
The finale aired last Christmas Day in the United Kingdom and several months later in the United States.
"It was right that he didn't run off and have an affair with somebody," Stevens said. "I don't think that would have been right for Matthew as a character."
Stevens starred in the Broadway production of "The Heiress" last fall and will soon be seen in "The Fifth Estate."
Notable deaths of 2014 [PHOTOS]
'True Detective' adds Kelly Reilly