The trio of actors, who played Lady Mary Crawley, Matthew Crawley and Tom Branson on the ITV series, posted a photo together Sunday on Instagram.
"Dorks," Dockery captioned the photo.
"Should Matthew have a mustache for the #DowntonAbbeyMovie...? Vote below..." Stevens polled his followers.
Leech had shared a selfie with Dockery last week following her arrival in Los Angeles.
"Look who's in LA! The Dockmiester General. Soon to be my sister-in-law again. #backtotheabbey," he wrote.
Downton Abbey ended in December 2015 after a six-season run on ITV. Focus Features confirmed plans for a big-screen movie in July, with filming to begin this summer.
"Since the series ended, fans of Downton have long been waiting for the Crawley family's next chapter," Focus Features chairman Peter Kujawski said. "We're thrilled to join this incredible group of filmmakers, actors and craftspeople, led by Julian Fellowes and Gareth Neame, in bringing back the world of Downton to the big screen."