The 39-year-old actor plays the titular role in the hit television series, which is a modernised adaptation of stories featuring legendary detective character Sherlock Holmes, reported Contactmusic.
"In fact, I went, 'You're mad'," Benedict said when he learned producers were travelling back in time for the episode.
"I genuinely didn't understand how they were going to get away with it."
Cumberbatch became more convinced after reading the script for "The Abominable Bride" and then he started to realise depicting Sherlock Holmes in modern day is far more awkward.
"It's so nice to play him in his era. The things that are asked of me in the modern version, the sense that this is a man clearly slightly out of his time... To put him back in the era he was written in originally is just a joy. It feels easier," the actor said.