“Penny Dreadful” fans were left shocked and confused at the end of Sunday night's Season 3 finale, and for good reason. (Spoilers ahead!)

In the final moments of the episode, Vanessa (Eva Green) died (but found “peace”), and the show ended with “The End,” which baffled loyal “Dreadfuls,” as Showtime had yet to announce if this was the series finale. “Penny Dreadful” will not be returning for a fourth season. In a special video message to fans, creator John Logan says, “?‘Penny Dreadful' was always intended to go for three years exactly, so I think we've told our story well and thank you for all your support.” In another behind-the-scenes video, shot on the set of the final episode, Eva Green says, “I'm going to miss Vanessa. It's going to be hard to kind of leave her behind. To be able to play such a beautiful character is a gift for an actor and I've been so lucky.”

Tasked with killing Vanessa was her love, Ethan (Josh Hartnett), with the duo “drawn to each other from the very opening scene,” Hartnett explains. “It's inevitable that their conclusions have to be intertwined.” Talk about a tragic love story.

He continues, “It's not the way Ethan wanted it to end, of course. He wants to take care of Vanessa. He's always wanted to take care of Vanessa. And it becomes clear that this is the only way he can actually do that.”

— E! News