Norton, who plays villain Tommy Lee Royce in the hit BBC show, was talking to The News Agents podcast about making the final series of the much-loved show.
Addressing rumours that there were alternative endings, Norton said: "No, that's complete nonsense. I can put that to bed now. That was the media taking something which was said completely out of context."
Read more: Happy Valley finale viewing figures revealed
He then proceeded to explain how the rumour snowballed: "I think what happened is Amit Shah, who's who played Faisal said that... I think they shot his final scene in lots of different ways, different sort of interpretations, which was then misconstrued and then was a rumour that we'd shot hundreds of different endings, which would have been a hugely wasteful and impractical way of shooting."
Norton added: "You're already desperately trying to play against the clock. And so, the idea of having days to shoot alternative endings is nonsense."
Shah had previously said on the Obsessed with... Happy Valley podcast: "I still don't know how it all ends up for him because we filmed the final scenes in various different ways.
"Sally [Wainwright, creator] was actually directing those. So it's quite open and we did different options, so I'm not entirely sure how he's gonna end up."
The finale drew high acclaim and record ratings with the final episode the most watched TV broadcast in the UK so far this year with 7.5 million viewers.
Happy Valley has aired three seasons in nine years and won Best Drama at the Baftas in 2015 and 2017.
The complete series can currently be watched on BBC iPlayer or on Netflix in the US.
Watch below: Happy Valley releases trailer for explosive last battle between Catherine and Tommy