The season finale for "Penny Dreadful" went out with a big surprise when the main character, Vanessa Ives (Eva Green), finally died. Now, a report from TV Line also confirms that this is now just the end for Vanessa or for season 3 but for the whole show as there are no plans of moving forward with a fourth season. 

"I created 'Penny Dreadful' to tell the story of a woman grappling with her faith, and with the demons inside her. For me the character of Vanessa Ives is the heart of this series. From the beginning, I imagined her story would unfold over a three-season arc, ending with Vanessa finally -- and triumphantly -- finding peace as she returns to her faith," explained series creator John Logan. 

Logan further explained that there was never an intention to continue the story and that throughout season 3 he had designed the story to give each character a proper ending.

He also confirmed that the instance where Mr. Lyle (Simon Russell Beale) left for Egypt was not to setup a potential "Mummy" storyline in season 4 but to give the character closure, particularly for a gay man living in the time period of the show.

During the interview, it was also confirmed that Eva Green was always aware that the series would end with the season 3 finale and Showtime president David Nevins explained that the studios decided to go against marketing season 3 as the final season as it wouldn't be faithful to the spirit of the series nor to the fanbase. 

Both Nevins and Logan also confirmed that the series would not be able to move forward without the involvement of Green as she is the heavyweight star of the show. Green's character is also the min highlight and the show has always been about her personal journey to find redemption and regain her faith.