The 59-year-old actor will exit the show during this year’s Christmas day special, opening the door to a new replacement.
Capaldi currently stars alongside new companion Bill (played by Pearl Mackie), but it is not yet known whether the actress will depart at the same time or continue with the new Doctor.
Speaking about his regeneration, Capaldi said: “I can’t go into the details. I know what happens, but I don’t know how it happens. Certainly it’s not straightforward. It’s more complicated than recent ones.
“That’s one of the appeals of being in the show – it has death at the heart of it. He’s the only hero on TV who dies again and again.”
Capaldi admitted that he always felt that his character was “sad”, mainly due to his significant age, and changes the way he plays certain elements to make them appear more human or alien.
He continued to Radio Times: “The Doctor is deeply sad – I think he always has been. When you’re wise and you’ve lived a very long time, that’s how you’d be.
“Although you have to be careful with very human emotions and the Doctor because he’s an alien. It’s more straightforward to play the human elements, but then it might as well be a cop show.
“I love this show, but I’ve never done anything where you turn up every day for ten months. I want to always be giving it my best and I don’t think if I stayed on I’d be able to do that.
“I can’t think of another way to say, “This could be the end of civilisation as we know it.” With episodic television of any genre, the audience wants the same thing all the time – but the instinct that leads the actor is not about being in a groove.”
It comes as showrunner Steven Moffat revealed that Missy (Michelle Gomez) would not be returning for this year’s Christmas special episode.
The full interview can be found in this week’s Radio Times, which is available now.
Doctor Who continues this Saturday on BBC One at 6.45pm.