The 45-year-old actress, who's been married to Philadelphia's Kevin Bacon since 1988, wasn't exactly being pushed toward the exit.
"I think that by the time I had come to this decision, I was really clear about it and [TNT] respected my wishes, but it certainly wasn't" what the network wanted.
"Really it was a creative decision. I really felt like while we're still making great television, let's not hang around too long," she said, adding that she's hoping to focus a bit more on her film career. (Sedgwick has two movies coming out in January, one a Sam Raimi-produced "thriller-horror" project with Jeffrey Dean Morgan, the other "Man on a Ledge," with Elizabeth Banks and Sam Worthington, in which, she said, she has "a small, fun part.")
"I think we probably could have gone on and on [with 'The Closer']. But I think it's so great to be doing it this [way]. This feels so right to me," she said.
Most series, certainly, don't get the opportunity Sedgwick and "Closer" creator James Duff have been given: to exit on their own terms.
Sedgwick's enthusiastic about Brenda's last hurrah, which likely won't play like a victory lap, given that she and the Los Angeles Police Department are being sued in connection with one of her investigations.
"I think that it's important to have Brenda's [actions], . . . the way she's been conducting herself businesswise, bite her in the ass, ultimately," she said.
"Because while of course I think she does everything perfectly, she has more than on one occasion elicited confessions in a less than completely lawful way," Sedgwick said, laughing. "You can't really say that she did anything illegal, but they're trying to get her on that and I think that's great," not just because "it gives me great stuff to play as an actor," but because it's going to force the character to question the way she's long made work her priority.