Despite her death, Steven told Express.co.uk Polly will still be a present figure in the series.
He said: “The loss of the human being the loss of Helen is the tragedy and compared to that the loss of the character, the loss of Polly in this world is insignificant.
“But we have to deal with it so I hope we’ve dealt with it in a respectful way and in a way that does justice to Helen and to Polly.
“But as within real life when someone like that passes, they don’t disappear.
“They’re still around, they’re still present within all the people who were left behind.”
Peaky Blinders continues on BBC One on Sunday at 9pm.