The 65-year-old actress, who plays Sharon Raydor on the TNT series, reacted in an Instagram post Tuesday following news the popular police procedural will come to a close after a sixth and final season.
"Firstly, we all move on to the next TOGETHER. Secondly, as many of you have stated, this was not a surprise. The writing was clearly on the wall," McDonnell wrote.
"Trying to make sense of TNT's choices is an activity that James Duff and Mike Robin and all of us have been engaged in for a long time," she said of herself and executive producers James Duff and Michael M. Robin.
"We tried as best we could, believe me. And we are extremely proud of the work and particularly proud of Season Six."
Duff, who will direct the series finale, also responded to the news in a Facebook post.
"I'm directing the finale of 'Major Crimes,' so I can't really answer all the questions that are being asked today about why 'Major Crimes' was cancelled before we ran our sixth season," the producer wrote.
"But I do want you to know that it was not at all my idea, nor did I want to leave the show."
"We'll have a chance to talk about what happened in the near future," he promised viewers. "Meanwhile, we are determined to give you the best season we can. So sorry I couldn't stop this moment from happening."
TNT announced "The Closer" spinoff's impending end in a press release earlier in the day.
Network executive Sarah Aubrey praised the cast, mentioning "The Closer" star Kyra Sedgwick and McDonnell's characters, Brenda Leigh Johnson and Sharon Raydor.
"'Major Crimes' has successfully navigated the many challenges that arise with a spinoff; the primary mission of which is staying true to its core DNA while expanding into unique territory of its own," Aubrey said.
"From Brenda Leigh Johnson to Commander Sharon Raydor, the cast and crew have done a phenomenal job of creating enduring characters -- many of whom are celebrating 200 episodes together this season," she added.
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