“There was a real mentality of doing something together that felt important,” Reilly maintains of her and the cast’s work

Filming the final season of Yellowstone left its cast on a quest to give their very best until the last camera finished recording, as Kelly Reilly

recalls.

In conversation with PEOPLE, Reilly, 47, who plays Beth Dutton on the hit western drama series, says that the show’s cast had the specific intent to “lay it all out there” for Yellowstone’s final episodes.

“There were moments where we would all just look around and just appreciate the moment, the beautiful day or the situation that just happened … you would go, ‘Well, this might be the last time we get to do this.’ So there was a savoring,” the star shares of the show’s return to filming, which occurred in May. “Certainly for me, and I really felt this with a lot of the cast members of wanting to lay it all out there this year.”

Reilly continues, “It was like, ‘Let’s just give it your whole heart and give these characters and the show the ending that they deserve.’ And the fans, because people have gone on such an adventure with us.”

The final episodes debut Nov. 10, nearly two years since the midseason finale. Reilly says not being able to give fans a season every year was “hard” for the cast. “But anyway, we’ve got these six episodes, these last six episodes to end this chapter of Yellowstone and they’re pretty epic and full,” she shares.

When fans last saw Yellowstone, its characters were left deep in the turmoil brewing on the Dutton ranch. Beth stood right in the middle of it all as her father, John (Kevin Costner)’s right-hand woman helping to preserve the ranch. With responsibilities on that front, turmoil with her brother Jamie (Wes Bentley) and outside forces, as well as growing responsibilities to husband Rip Wheeler (Cole Hauser) and pseudo-adopted son Carter (Finn Little), Reilly highlights “quite emotional” closing episodes to come.

“There was a real mentality of doing something together that felt important,” Reilly maintains of her and the cast’s work. “And I think we felt like that this year with this show, with it being the end of this chapter, the end of this story, this saga, this moment in time of the Dutton story … we felt really protective over delivering the last season to be, I’m hoping the finest.”

Ultimately, Reilly acknowledges that there was a “shift of gratitude to be back, to be working” with her cast mates when they returned to Montana to wrap up season 5. (Costner did not return to the show due to scheduling conflicts.)

“Our industry has taken such a huge knock … everyone coming back to work has been a very different experience. So there was a tremendous amount of gratitude and not taking it for granted that we were all back doing what we all love to do, even when the circumstances [were] not perfect always, or difficult, but we were glad to see one another and be back where we know this place, we know each other. I think there was a lot of sense of returning home, but for the last time.”