This latest project sees a Hollywood film crew descend on a fictional Irish locale called Drumbán, which happens to be the long-abandoned hometown of big shot producer Wendy Patterson (Christina Hendricks).
She left the place after a surreal experience shared with former flame Séamus (Considine) in their youth, which the two of them have chosen to repress rather than seeking the closure they need.
O'Dowd does appear late in the series as eccentric author Jack E McCarthy, whose book is the basis for Wendy's film production, but explained to RadioTimes.com why he chose to pass the co-lead onto another performer.
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"I think in the early days I was half-writing it for myself," he began, "and then, as it developed, I saw that the show had a lot of scope to explore different areas – and I wanted to give myself a chance to work in those areas.
"I thought it was probably not going to be feasible [to play the lead]. And also, I wanted an actor who was maybe going to be capable of doing things that I wouldn’t necessarily be able to do myself."
Of course, O'Dowd's background is primarily in comedy, with his most famous past work including Channel 4 comedy The IT Crowd and acclaimed romcom Bridesmaids, starring Saturday Night Live's Kristen Wiig.
With Small Town, Big Story being billed as "dramatic comedy" by Sky, he wanted someone that could handle the heavier moments as well as the lightness, with genre-hopping Considine deemed more fitting for the job.
O'Dowd explained: "Completely engrossing yourself in a character is something that Paddy [Considine] does very well, whereas I did think that if I was to play it, people would always presume there was going to be a punchline at the end of each little bit.
"And I thought that might get in the way and be distracting from the narrative. So, those things together, but more so than anything I just wanted to focus on the storytelling and setting the scene, and setting the location, and setting the characters."
Praising his star, O'Dowd added: "I feel like he can do a bit of anything. He’s comedically adept; you see that in some of the Simon Pegg movies where he pops in, but particularly In America, which is one of my favourite films that he’s done.
"And when I met him for some food and chatted through it, he's so chilled and naughty and loves the alien s**t and is mad for a bit of craic!
"So it felt like a really good fit, because he could bring the intensity but be playful while doing it."
Small Town, Big Story premieres on Sky Atlantic and NOW on Thursday 27th February 2025.
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