The actress took to micro-blogging site Twitter to update her followers about her work schedule.
"Off to London for last schedule of BBC One's Capital. Hope d weather is as glorious as it was in d last schedule," Shabana wrote on Tuesday.
Being directed by Euros Lyn, known for works like "Happy Valley" and "Doctor Who", the series is an adaptation of John Lanchester's critically acclaimed and bestselling novel of the same name.
According to bbc.co.uk, the TV drama also stars Toby Jones, Lesley Sharp, Wunmi Mosaku, Adeel Akhtar, Rachael Stirling, Gemma Jones, Robert Emms, Bryan Dick and Radoslaw Kaim. It is being produced by Kudos.
Set on a single street in South London, "Capital" is a portrait of a road transformed by soaring property prices.