McConaughey, 44, who is also an executive producer of the series, said last season was final one.
"I won't be back for season two. Season one was finite," he said.
McConaughey decided to come to TV after his string of successful films, including 'Dallas Buyers Club', 'Mud' and 'The Wolf of Wall Street'.
"It's a different time in television. It's not there's not that feeling of if you're having a successful film career and somebody brings up something on television we didn't know, at the time when I got it, where it was going to be. All I knew is I read the first two episodes, and I was in. And I was just, at the time, looking for quality.