Former Coronation Street star Keegan has played the lead role of Corporal Georgie Lane since the second series in 2016, but will be stepping aside to pursue new opportunities after the next run.
And speaking to RadioTimes.com and other media, she explained her reasons for leaving the show, adding that she will miss playing the character.
“It was a really really difficult decision, it didn’t come lightly,” she said. “But I just felt like I wanted to explore other opportunities.
“You know I’ve been doing it for four years now and I absolutely love the show, I really do and I love playing the character,” she added. “I’m so going to miss it.”
And Keegan said that filming her final scenes on the show was especially emotional – in part because most of the rest of the cast had already left the shoot.
“We had the wrap party on the Friday and everyone went home on the Saturday and Sunday,” she explained.
“But I wasn’t finished til the Tuesday so I was on my own, which sort of worked for me because I was with another character who came in for a day, who wasn’t part of 2 section.
“So it was sort of me saying goodbye to Georgie on my own and there was a real big emotional scene with me and this lady.
“And I sort of released everything, and I think part of me was upset that I was leaving and it just came all at once, but I think that was a bit of a release, it sort of worked for the scene.”
Keegan already has a number of other projects in the pipeline: she’s scheduled to start filming something new in January, but was tight-lipped on what that project is, while she’s also set to reprise her role as Erin in season two of Sky One comedy Brassic.
And she says that playing Erin after returning from the Our Girl shoot was “really refreshing” given how different the character is from Georgie.
“I think when you’re around the Brassic lot you immerse yourself in that,” she said. “Because it’s such a weird world Brassic, especially the characters in that, so you snap out of the Georgie military mode and then you go into the Erin mode, it’s completely different characters.”
But despite leaving her Our Girl career behind, Keegan claims she’ll still be tuning in to future series – for which a replacement lead has not yet been announced.
“I’m a massive fan,” she said. “I was a fan before I was even in this – so I’m going to continue to watch it, definitely!”
Our Girl series 4 begins on Tuesday 24th March at 9pm on BBC One