Credit: Kelsey McNeal/ABC

[Warning: The following contains a major spoiler from tonight’s Grey’s Anatomy]

The doctor is out.

In a shocking twist, the beloved character of Dr. Derek Shepherd, played for 11 years by Patrick Dempsey, was killed on Thursday’s episode of Grey’s Anatomy. After helping victims of a car accident, Derek ended up getting into one himself and was taken to a hospital that didn’t follow proper protocol to save him. His character’s death wasn’t exactly a surprise: the past two episodes of the ABC drama have foreshadowed the possibility of a Derek departure, prompting legions of fans to warn ABC and creator Shonda Rhimes that they’re playing with fire by even teasing such a mammoth development. “If something will happen to Derek I don’t know if I can still look forward to more episodes,” wrote one fan. Another vowed on Dempsey’s Facebook page, “I have never missed one episode but I swear if [Rhimes] kills you off I’m done.”

Less than a week after shooting his final episode, Dempsey sat down for an exclusive interview with EW to talk about why he’s leaving, what happened during those final days of shooting and what he’ll miss about the drama that made him a worldwide star.

ENTERTAINMENT WEEKLY: This doesn’t make any sense. Didn’t you just sign a two-year contract extension last year?

Patrick Dempsey: Yes. you’re right. (He pauses) 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.

When did you find out you would be written off the show?

Things happened very quickly, where we were like, “Oh this is where it’s going to go.” It just sort of unfolded in a very organic way. I don’t remember the date. It was not in the fall. Maybe February or March. It happened very quickly.

Were you surprised?

No, not really. It was just a natural progression with the way the story was unfolding. It was like, Okay! This was obviously the right time.

How long did it take to shoot your last episode?

It was spread out over almost three weeks. Everyone knew it was my last episode. Some of it was shot at the studio, and some on location.

It’s such a big symbol for Derek. Ferry boats are a place of freedom and tranquility. We don’t really get to go on location that much. I only tweet when I feel like it, and on what moves me. I was really inspired by being in Seattle. I wish we shot more there.

Did you cry on your last day?

No. I’m still processing it. This is part of the mourning process, the post Grey’s experience.

How was the final day?

It was like any other day… just another work day. There was still too much going on. You’re in the midst of it, not really processing it.

What did you imagine the last day of a TV would be like for you?

I never thought about it. There’s too much. You are always trying to be present. The workload and long hours…it’s best just to be dealing with that scene and that take, and try to bring as much truth to it as possible.

Did you go back and grab anything from the set?

No. I don’t need that. I have it inside. I don’t need to have anything material to make me remember [my experience].

Did you think the story would leak?

How can it not? I thought it was going to be really tough to keep it quiet. The crew did a great job, and the cast. The guest players who came in were very supportive and very moving to work with.

Looking back, what are your favorite moments?

I don’t know. It’s a blur, it’s so intense. The pilot was great. The pilot is the first time I watched it, and I couldn’t believe how it came together, and the emotional impact it had on the show. Everybody had these great moments. You realize how powerful an ensemble can be, and it was that collective that made it successful. Not just one individual.

How did this role change your life?

The energy would change when you went into a room. It was like, Oh they are talking about me. It was wild. Wild.

Did women get crazy around you?

Yes. It’s crazy, because you go from trying to get in a room to audition for something to suddenly everybody in the world knowing you, no matter where you go. And it happened withion a 30-day period. I’m glad I had the experience to handle it, because it’s very heady.

Describe what it was like working with Ellen Pompeo.

(For the first time in the interview, Dempsey tears up. He pauses before speaking.) 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.

This is going to kill the fans.

I think it will be very shocking, the way it happens. It’s really going to be powerful. But life is like that. I think any time an original cast member has left, there’s always a void that will never be filled. Shepherd is a beloved character. People don’t want to lose him. He’s been in their lives for over 10 years. But it goes on, and it will evolve.

Next: Shonda Rhimes gives a statement on killing off Dempsey’s character.

For more exclusive details about Dempsey’s shocking departure, pick up the newest issue of Entertainment Weekly on newstands now…

Credit: Kelsey McNeal/ABC

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