The 31-year-old actress has portrayed Peggy Olson in all seven series of the drama - which will come to an end next year when the second half of the final season airs - and thinks it will take a while to fully accept she won't be returning to the show any more.
She said: "That last moment when I play Peggy and that last moment where they yell, 'Cut', and check the gate, that's the moment that's gonna be kind of freaky.
"But I think when it comes down to it, when it ends, it's going to be very much not real to me - it's going to feel like, 'Oh, we'll be back in six months.' "
Elisabeth has likened the ending of the advertising drama to the completion of a painting.
Speaking to Bello magazine, she said: "You really are putting this thing that existed for a long time and that you were a part of for so long, to bed, and this last season, it's for us, and it's for our audience that has been with us the entire time. It's kind of like a painting; you're putting the last of your strokes on it, and then it's a complete work of art, and then it's done."
The former 'West Wing' actress is now feeling confident about her work after previously suffering knockbacks.
She said: "I've been around for a while. I've had disappointments, I've had those moments where you really wanted to get something and you didn't, or when you thought you could do it, but no one else did, so it's nice to finally be like OK, maybe I don't suck."