The 37-year-old actor plays the lead detective in the TV series and he had a discussion with Downey Jr, who has donned the same character in Guy Ritchie's movies on the same character, reported Contactmusic.
"I sat down on the sofa with Robert Downey Junior last night and we had our first conversation and shared notes on playing Sherlock Holmes," he said.
"This is the most dramatised fictional character of all time, so there's a lot to talk about," he added.
"We're all fans of one another. We're all supportive. We're really good friends and I can safely say that Robert's in the same cannon after last night. We had a wonderful chat," he said.
Cumberbatch also talked about his actor parents who play his on-screen parents too on the detective TV series.
"(Working with them on 'Sherlock') was wonderful. It was the first day on set and everyone was nervous, they were really nervous, but I did - at some point - sort of try to manage their nerves as well as mine and it was a glorious thing.