Chicago P.D. Star Tracy Spiridakos Gets 'Emotional' as She Says Farewell to Hailey Upton: 'Thank You' (Exclusive)

This story contains spoilers from the season 11 finale of Chicago P.D.

Saying goodbye to a beloved TV character is always difficult, especially after spending more than seven years with them in your living room. It's often even more emotional for the actors.

When PEOPLE caught up with Tracy Spiridakos just days before her final episode of Chicago P.D. as Detective Hailey Upton hit the air, her emotions were right on the surface.

"It's absolutely bittersweet," said the actress, 36, who joined the show in season 4 in 2017. "I'm definitely feeling all the feelings."

But so was Hailey in her final moments. After rescuing Sergeant Hank Voight (Jason Beghe) from the serial killer they'd been hunting all season ��� and getting shot in the process — the two had a heart-to-heart conversation about their father-daughter-like connection and Hailey's future. 

Hailey had been struggling emotionally over the past few seasons, first with choices she'd made on the job, then when the dissolution of her marriage to Jay Halstead (Jesse Lee Soffer) following his departure from the Intelligence unit (and Soffer's departure from the series). Slowly, she began to recognize that she had not reconciled with trauma from her past, and it was setting her up for more trauma in the present. In order to move forward, she realized, she needed to move on. 

In her final scenes, Hailey looked at other job opportunities and then climbed into a cab, headed towards a future unknown.

Below, Spiridakos shares details of her difficult decision to leave — and how it mirrored Hailey's — as well as what she learned from the character and what she thought of that shocking season finale cameo.

PEOPLE: Tell me a little bit about the decision to walk away from this show after all this time.

Tracey Spiridakos: It was a very, very difficult decision. I love this cast and this crew so much. I could get emotional talking about it, but I've been with the show for about seven and a half years-ish, and I honestly just kind of wanted to see what else is out there for me and switch it up a little bit. That was really the only thing. I just felt like it was time to see what else was there.

Did Halstead's departure in season 10 play any role in that choice? Because they were such a key part of each other's stories.

No, actually. There was some co-workers asking me a similar question, but no, I mean, the characters have been so intertwined, absolutely, but Gwen [Sigan, an executive producer] has created these really interesting stories, and so Hailey has had her own journey as well. It was the saddest and hardest decision ever, but I got to a point where I was like, "Okay, I love everybody here. I'm so grateful for everything," but I wondered if it was maybe time to switch it up.

What was the last scene you filmed?

The scene where me and Jason are downstairs in the basement, and the very last shot was me and Jason, kind of me cradling him, and the rest of the team coming in and finding us. We shot until one in the morning, and it was a really emotional day, I think, for all of us. You could feel the energy on set, and a lot of crew was hanging out, everyone was just kind of waiting around, and so when we came out of the basement, there was a very sweet clap-off where the crew and everybody was there. It was very emotional.

What did it mean to you to have Elias Koteas come back as Alvin Olinsky for your final episode?

I loved it. Elias is a dear friend, we still keep in touch regularly, so seeing him on set in his Al costume, I mean, it was just a really emotional moment. I think everyone that saw him teared up.

What is something that Hailey taught you personally?

The thing I've learned the most from her is that your vulnerability can be your strength. It's something that I've personally always struggled with, and what I've learned through this character is how powerful it can be to let your feelings come through, whatever they are, and that's something that I'll definitely take with me.

What will you take from this experience into your next job?

This show, this group of people, this cast, and our producers, and everybody have helped me really find my confidence as an actor to feel that my voice is being heard when I have a thought about something, an opinion about something. Not saying that previous jobs didn't have that same encouragement, but I think the way that this show works is very kind of best-idea-wins, and I have really found my voice as an actor without feeling that I'm going to offend anybody, or without necessarily feeling that I'm going to step on anyone's toes.

In the final moments of the episode, Hailey was looking around for other jobs, considering the DEA, the FBI, FEMA. Where do you want her to end up?

I haven't thought too much about where I wanted her to go, but what I did really love is that the ending was with a smile.

And your hair looking killer, by the way!

[Laughs.] Oh, thank you very much! I think that was my favorite moment for her. She's been through all this stuff throughout the show, and it was a moment of actual peace for her, where I think, no matter where she ends up, it's something that she's happy and fulfilled doing, and she's pursuing this inner spirit to go do something totally different, and I love that. Maybe because it's a little bit of, for me, too.

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Could you imagine ever coming back to the Dick Wolf universe as Hailey? I mean, there is the whole FBI franchise.

I would absolutely love that. The Dick Wolf franchise has been one of the greatest experiences of my career. The way that they work as a company is not even as a company. It's very familial, and I feel like they're family and friends, so I would love to be a part of their universe, for sure.

What is the dream role or something you haven't gotten to do in your career yet?

I love all the action stuff, but I would love to get to play in comedy. I got to work on Episodes several years ago. We had such a good time, and they're such a wonderful group of people to work with, and I remember thinking, "Oh, this would be kind of cool to do for a little while, have some laughs, and see what that's about." Although, we do laugh a lot on P.D.!

Any parting message for the show's passionate fanbase?

I want to do a really big thank you to the fans, to the ChiHards, who have really embraced me coming into the show several seasons in, and made me feel so welcome. I'm getting emotional. Walking through Chicago, having people stop and say "Hi" and "We love your work," it's beautiful. So thank you.

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Chicago P.D. is available to stream on Peacock.