The 50-year-old actress, who has played Missy on the show since 2014, confirms that she will make an exit at the end of season 10 along with longtime showrunner Steven Moffat and Peter Capaldi, who played Doctor Who on the show, reported Digital Spy.
"My guys, my lads, Missy's men - they're all moving on! Steven writes so amazingly for me - it's like he's got my voice in his head, and I don't know how that would be, moving forward.
"I'm probably just shooting myself in the foot here. This time next year, I'll be like, 'Why did I say that?! I'll work for anybody!' - but I don't know how I'd feel about being The Master to any other Doctor, because I feel like I'm part of Peter's time," she says.
"Exactly - never say never! I'm sure in a couple of years' time, the urge to blow things up will just be too strong and Missy will come in guns blazing!
"But at the moment, it just feels like this is the end of an era - there may be something in the future but at the moment, I feel like this is the end of a chapter.