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The Glasgow-born actor said he had departed the series partly because he did not want to “keep coming back and taking the pay cheque” when he knew his role should be coming to an end.
Henshall debuted in the role of DI Jimmy Perez on BBC One in 2013 in the first TV adaptation of the award-winning novels by crime writer Ann Cleeves.
The upcoming seventh series, which begins on August 10, will be his last.
He told Radio Times: “After we’d done series five, I had a conversation with (writer) David Kane, asking how many series we had left in us.
“We thought if we could get two more series, we could probably wrap up Perez’s story and wrap up the show in a way that was satisfactory for both us and the audience.”
Asked whether it was an easy decision, he said: “Not at all, but it was preferable to being told that we were not going to do it any more because it had run its course.
“Nor did I want to keep coming back and taking the pay cheque. I feel very comfortable with the decision I made.”
Despite Henshall’s departure, the show is expected to return for an eighth series in 2023, with a new lead to be announced in due course.
He admitted it would not be easy knowing the show would continue without him.
He said: “It will be weird knowing they’re shooting an eighth series and I’m not there. But I’m not sure what the show is going to be.
“I hope it works out and I wish them every success, but it isn’t going to be the show I was in. They will have to make a whole other show.”
Read the full interview in Radio Times, out now.