The six-episode series saw the Avenger's body taken over by a Skrull, with fans figuring out the twist pretty early on. However, one big question remained - just how long has he been held hostage?
Speaking exclusively to RadioTimes.com, director Ali Selim has confirmed that the dark theory that Rhodey has been a Skrull ever since Captain America: Civil War is actually true.
"Yep. He’s been a Skrull the whole time, yeah," Selim revealed, adding that the reveal has "massive implications" for the MCU.
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It means Rhodey has been absent for about nine years in the MCU, including for the events of Avengers: Endgame, which saw his best friend, Tony Stark (Robert Downey Jr), sacrifice himself.
So, to be clear, Rhodey doesn't know Tony's dead?
"Presumably," Selim answered. "I think it’s going to take a librarian to go through and pick apart every Rhodey moment up until Secret Invasion, but there’s a lot to be unpacked now and I think a lot of it will be unpacked in Armor Wars, which is where Don is going next."
Fans will have to wait a while for Armor Wars, which is currently expected to land sometime in 2025 - but it seems now the plot for the film has got a whole lot more complicated.
Selim also couldn't resist heaping praise on Cheadle's performance as Skrull Rhodey, with fans noticing the difference between the two versions of the character early on.
"[Don’s] sense of detail - he and I would have conversations about, ‘Would Skrull Rhodey absent-mindedly reach for the door handle or would he know enough to let his aide open the door for him?’" Selim recalled.
"And there were great, subtle little moments but Don and I would talk endlessly about them. It makes a difference, it really makes a difference, how Rhodey moves, how he walks, how perceives and Don - [it's] amazing how he accomplished that."
The final episode of Secret Invasion saw G'iah (Emilia Clarke) take on Gravik (Kingsley Ben-Adir) with newly enhanced powers.
Elsewhere, Nick Fury (Samuel L Jackson) and Sonya Falsworth (Olivia Colman) confronted the President and Skrull Rhodey in an attempt to stop war on Earth. But, when humankind discovers the truth about the Skrulls, they're not quite ready to share their planet.
Secret Invasion is available to stream now on Disney Plus. Sign up to Disney Plus for £7.99 per month or £79.90 for a full year’s subscription.