The couple made the announcement in today’s edition of The Times, three years after the Downton Abbey star first met Waller-Bridge.
It is the second time Dockery has been engaged. Her first fiancé, John Dineen, died in 2015, aged 34, after being diagnosed with a rare form of cancer.
The actor, who has also appeared in films such as Non-Stop and The Gentlemen, previously discussed her grief with The Guardian: “I don’t have the vocabulary to describe what it felt like. And what it still feels like.”
She also said the couple were “married at heart” and that she considered herself a “widow”.
Dockery and Waller-Bridge made their first public appearance together at the Rome Film Festival after meeting through friends in 2019.
Jasper, who is the younger brother of Fleabag creator Phoebe Waller-Bridge, works as a film and TV producer and was previously the manager of One Direction singer Louis Tomlinson.
Dockery can next be seen in Downton Abbey: A New Era where she will reprise her role of Lady Mary Talbot alongside the likes of Maggie Smith, Hugh Bonneville and Joanne Froggatt.
There are also several additions to the cast including The Wire star Dominic West, Hannibal actor Hugh Dancy and Laura Haddock from The Inbetweeners Movie.
Downton Abbey: A New Era is scheduled for release on 18 March.