Her final scenes saw her character play the trumpet her younger self was known for as she left.
When she announced her departure in January, the 41-year-old actress said she was “extremely sad” but “very excited”.
In Thursday’s episode, Sonia and her daughters Bex (Jasmine Armfield) and newborn baby Julia, and her friend Bianca Jackson, played by Patsy Palmer, headed to Bali after stealing Sonia’s father Terry Cant’s (Glen Davies) plane tickets, car and boat, which was attached to the back.
Before leaving, Sonia left flowers for her ex-husband Martin (James Bye), who died of a cardiac arrest after a metal beam collapsed on him following a fire at the Queen Vic pub during the soap’s 40th anniversary live episode.
She was then persuaded to jump into the boat on the back of the trailer to leave Albert Square with Bianca.
After getting into the boat, Sonia was asked if she would be going to Bali, to which she replied: “Well yeah, that’s where we’re going to start off, Bex is going to find us some visas and everything, and then we’re just going to wing it.”
Bianca then added before handing Sonia her trumpet: “I’ve got an idea, look, for old times’ sake as we drive off, come on, it’ll be a laugh. You can put it in the bin when we get to Stansted.”
Sonia then reluctantly played the instrument as the pair left Walford driven away by Bex with their friends waving them goodbye.
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Sonia’s departure came after a touching opening scene which saw her listen to a recording of her step-grandmother Dot Branning, who was played by the late June Brown, while packing up her things.
In the recording, an emotional Dot could be heard saying: “What did that little girl ever do to live a life of losing everything she ever loved.
“She didn’t do nothing, she just wanted someone to love her, to care for her, to pin her drawings on the wall.
“And I’m sitting here and I’m still alone, and out there a light, and behind the windows little girls are being tucked up by their mummies and told stories, and sung to, and they feel happy, and safe, and wanted.
“And I’m still here, and I have to go out that door and face the world, and everyone I see has got someone.
“The worst part is seeing them complaining and fighting amongst themselves, and they don’t know what they’ve got.”
Sonia is best known for her poor trumpet playing which angered her family and neighbours during her early days on the soap.
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Some of Sonia’s biggest storylines included her being bullied by her friend Clare Bates (Gemma Bissix) after she fell in with the wrong crowd at school and her teenage pregnancy with later-husband Martin.
Cassidy made her first appearance in the soap in 1993, leaving in 2007, before returning briefly between 2010 and 2011, and later coming back to Walford in 2014.
Palmer, who is currently a contestant on ITV’s Celebrity Big Brother, also left the show after her return last year, which saw her reunited with her father David Wicks, played by Michael French.
If you missed Sonia’s departure, you can catch up with the episode on BBC iPlayer.