Dan Stevens in Brooklyn

Since "Downton Abbey," Dan Stevens has moved to New York to start a new chapter in his career.Photograph by Ken McKay / ITV / Rex USA

Dan Stevens, the actor, first visited New York in 2005, when he played Orlando opposite Rebecca Hall’s Rosalind in “As You Like It,” at BAM’s Harvey Theatre. “I stayed with a friend who was studying at Columbia, to save on my accommodation, and some days I would walk from 110th Street, and over the Brooklyn Bridge, to BAM,” Stevens recollected recently. “That’s the sort of thing you do when you’re twenty-two: ‘Oh, I’ll just set out two and a half hours earlier, and I should be fine.’ ”

These days, Stevens is a Brooklyn resident. Since the spring of 2013, when his six-month run starring in “The Heiress,” on Broadway, ended, Stevens and his wife, Susie Harriet, along with their two small children, have been living in Brooklyn Heights. “I had always read about it as a neighborhood that Whitman and Crane flocked to, Stevens explained the other day, sitting on a bench overlooking an artificial lake in Green-Wood Cemetery. “I was obsessed with Hart Crane as a young undergraduate, and it was an amazing opportunity to step into somewhere that I had always imagined.” He was taking time out from a seven-city whistle-stop tour promoting his new movie “The Guest” to take a quick stroll around the cemetery, which he discovered for the first time while making his other new movie, “A Walk Among the Tombstones.” That film, starring Liam Neeson and set in 1999, was shot in a variety of Brooklyn locales: Red Hook, Greenpoint, and Fort Greene, where Stevens’s character, a drug trafficker with a fancy mansion, is in the vanguard of gentrification. “I have always quite liked Brooklyn,” Stevens said, “but I didn’t realize just how big it was until you start driving around in it.”

Stevens’s Brooklyn life consists mostly of being a dad, he said: taking his daughter, who is almost five, and son, who is two, to the Botanic Garden or to the Brooklyn Museum. “And getting my head around the New York school system has been a bit of a baptism of fire: it’s quite intense,” he added. “The way people talk about kindergarten—it’s sort of the way people talk about universities back home. It seems to carry the same weight and importance, which is slightly terrifying.” He’s crossed paths with Martin Amis, another expat of relatively recent vintage, who lives in neighboring Cobble Hill. “I bumped into him once, and I stupidly asked him the question which every Brit who’s moved to New York gets asked, which is ‘How are you enjoying New York?’ ” Stevens said. “He looked at me like I’d just pissed in his wine and said, ‘It’s funny—I’ve never been asked that before.’ I was like, T_hanks,_ Martin!”

But he’s also sought out a sympathetic coterie of young artistic types, including Ben Sinclair and Katja Blichfeld, the creators of “High Maintenance,” a cultish web series in which Sinclair also stars. “They were evidently shooting in Brooklyn, and it was very much my sense of humor, so I just sort of reached out and fanboyed them,” he said. “I was like, ‘Hello, I’m in Brooklyn, and I really like your show, can I come and say hello?’ And they very sweetly said yes.” Stevens ended up starring in an episode, “Rachel,” in which he plays a blocked screenwriter, a stay-at-home dad who happens also to be a cross-dresser. “The fashion designer Rachel Comey had also written to them, saying, ‘I really like your show, let us know if you ever want to use our brand,’ and so these things were like stars aligning for Ben and Katja,” Stevens said. “We got to know each other and bounced around a few ideas, and they said, ‘I wonder if we put you in Rachel Comey, how would you feel about that?’ And I said, ‘That’s an idea, let’s do it. I think it’s really lovely.’ ”

Stevens is perhaps best known as Matthew Crawley, a main character in “Downton Abbey,” who was killed in a car crash in the final episode of Season 3. “By the end of three years, I was ready to try something else,” Stevens said. He still watches the show, and finds the experience slightly uncanny: “You are like, hang on, I used to be in there, I used to be in that telly box.” But he moved to America with the intention of defying expectations. “It was very much what I wanted to do coming over here, though I didn’t know quite what form it would take,” he said. “I didn’t come over and say, ‘Right, first up I’m going to play a drug trafficker, and next I’m going to play a special-ops guy from Kentucky—how do I make this happen?’ ” A frog hopped among the lilies as Stevens looked out over the lake. “I think a lot of people, not least myself, didn’t fully understand why I was leaving the show,” he said. “But there are only so many interviews you can sit down in and try to put that into words, before you just have to go off and do a few things, and have that as a sort of portfolio of answers—to myself, and to everyone else. It is not to say that any of these films surpass the experience of ‘Downton,’ or anything like that, but it is just a different experience as an actor.”