Michelle Dockery as Lady Mary in Downton Abbey series four. Photo / Supplied

For Downton Abbey star Michelle Dockery, the parallels between her life and the fictional life of Lady Mary Crawley are devastatingly close.

The 37-year-old actress plays the eldest daughter of Lord and Lady Grantham, who became a young widow after losing her husband shortly after the First World War.

Almost four years ago, Dockery's real-life fiance, John Dineen, died aged 34 after battling long-term illness.

It's a link in both hers and her character's storylines she once said she found "baffling".

Speaking for the first time in 2017 about her fiancé's death from a rare form of cancer, Dockery said the similarity was "difficult" to cope with.

"One of the most difficult things at the time was the parallels with Mary," Dockery told The Telegraph. "It was just baffling, and still is to me, that my character's storyline was so similar."

Dineen died a week before the last episode of the much-loved period drama aired on UK screens in December 2015, the day before his 35th birthday.

He passed at the Marymount hospice in County Cork, Ireland, where he was being cared for in the weeks leading up to his death.

Speaking to The Guardian in 2017, Dockery discussed her life since the loss of her fiance two years prior.

She and Dineen had been engaged for a year when he died. "I don't have the vocabulary to describe what it felt like. And what it still feels like. It is …" She began before requesting a minute to collect herself, the publication reported.

"I've never been more committed to anything in my life than to him. So at the time everything just shut down. Work, everything. Work didn't matter. You suddenly become an [oncological] expert. This stuff becomes your world, and that of course was my priority."

On discovering her fiance's condition was terminal, Dockery said she "never lost hope."

"I'm not exaggerating when I say that John did not complain once, never, not once, and that gave us strength. It's what keeps you going, that positivity — to never lose that hope for a miracle. I couldn't have done it any other way."

She also told the paper that she found the similarities between Mary's storyline as a young widow and her own life hard, but added that it brought her closer to her character.

"We were engaged, and married at heart, and so I do consider myself a widow. It's why I related to her so much," she said.

Dineen, a public relations director, was introduced to Dockery in September 2013 through Irish actor Allen Leech, who starred alongside Dockery in Downton Abbey.

The couple guarded their privacy closely, with Dockery only ever briefly mentioning Dineen in interviews.

At Dineen's funeral, the actress sang a poignant solo farewell.

With tears in her eyes, she gave an unaccompanied version of Peggy Lee's 1937 ballad "The Folks Who Live on the Hill", The Sun reported.

Earlier, while leading a eulogy, she told mourners at a small parish church in Ireland: "He was my hero, my king, my friend, my everything."

Dockery has reprised the role of Lady Mary Crawley — now Lady Mary Talbot — for the film adaptation of the celebrated series released this week.