McRoberts appeared in Scottish drama TAKE THE HIGH ROAD for nine years and also starred in TAGGART and EASTENDERS.
Her body was found at Fulham Broadway station just after 8.30 a.m. on Wednesday, near her West London home.
Robb, who plays doctor Richard Clarkson in DOWNTON, is distraught at her death.
A friend told the Daily Record: "He is beside himself with grief. He has lost the love of his life."
Her agent Katie Threlfall said the "vibrant" actress had taken her own life.
"It’s a terrible loss," Threlfall added. "Nobody had any idea it was going to happen. Her husband is deeply shocked. She was a wonderful woman who had troubles and she’ll be missed."
McRoberts also appeared on THE BILL and HEARTBEAT.-->