The 36-year-old went missing on Thursday night and police launched a search for her amid concerns for her welfare.
But her sister Perdita Weeks said on Twitter that she has now been found “safe and sound”.
Weeks was last seen in Graylingwell Drive, Chichester, West Sussex, at 9pm on Thursday and was reported missing an hour later.
Police said her recent behaviour had been a concern to family and friends as she had been “feeling anxious”.
She has recently finished working on shooting Lewis for ITV and Sky mystery The Five but is best known for her portrayal of the character Samantha Stewart in the wartime drama Foyle’s War, starring in the ITV show from 2002 to 2010 and appearing again in 2013 and 2015.
She has also appeared in TV favourites The Bill, The Inspector Lynley Mysteries and Death In Paradise.
Sussex Police confirmed Weeks, from Petworth, has been found safe and well and said she is now with officers.
The force said she was found safe and well at a relative’s address in London at about 7.45pm, and that person notified police.
A spokesman said: “She remained with police as of 10.45pm on Friday, prior to being returned to West Sussex.”