Stevens' character Matthew Crawley was killed off of the popular costume drama last season because the actor wants to focus on his film career.
"It's been interesting," Bonneville told the New York Post about life on the program since Stevens left.
"The show has taken on a different flavor. New characters have come in his wake," Bonneville said. "I had drinks with him a couple weeks ago. But miss him on the show? I think that's a bit too maudlin."
Bonneville can now be seen on the big screen in "The Monuments Men," as well as Season 4 of "Downton Abbey." Stevens recently starred in the film "The Fifth Estate."