Dempsey, however, will miss working with Ellen Pompeo, his wife Meredith Grey on the show.
The actor's character was killed off in a car accident in the recent episode of medical drama on ABC.
Talking to the Entertainment Weekly, Dempsey said, "It just sort of evolved. It's just kind of happened. It really was something that was kind of surprising that unfolded, and it just naturally came to be. Which was pretty good. I like the way it has all played out"
"No. I'm still processing it. This is part of the mourning process, the post Grey's experience," he said.
But the actor teared up while talking about Pompeo.
"It was magic. It's beautiful. We're like a married couple. It's 10 years, and it was magic from the beginning. Chemistry right away," he said.