Stevens' character Matthew, who was married to Lady Mary Crawley, died in a car crash at the end of season three of the period drama.
Dockery, who is best known to play Lady Mary took to Instagram and shared a photo of their reunion, reported Entertainment Weekly.
"I've missed this face," she captioned the picture.
The event celebrated the beloved series' worldwide success with cast and crew including Stevens, Dockery, Maggie Smith, Hugh Bonneville, Joanne Froggatt, and many others.