The actress' reported fiance passed away on Sunday.
Michelle Dockery's fiance, John Dineen, died at age 34 on Sunday morning.
"The family is very grateful for the support and kindness they have received but would kindly request that they are left to grieve in private," a spokesperson for the Downton Abbey actress told ET.
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According to ITV, Dineen died while at Marymount Hospice in Ireland after a long battle with cancer. A private funeral is expected to take place on Wednesday in County Cork, Ireland.
Dockery, who turned 34 on Tuesday, got engaged to the public relations professional earlier this year. The two started dating in 2013 after being introduced by Dockery's Downton co-star, Allen Leech.
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The actress has kept quiet about her grief, but appeared on Watch What Happens Live last Wednesday. She made no mention of Dineen, who died a few days later.