Marling, who also co-created the series with Zal Batmanglij, wrote: “Zal and I are deeply sad not to finish this story.
“The first time I heard the news, I had a good cry. So did one of our executives at Netflix who has been with us since the early days when we were sketching out Hap’s basement on the floor of our production office in Queens.
“It’s been an intense journey for everyone who worked on and cared about this story.”
The drama starred Marling as Prairie Johnson, a blind woman who suddenly reappears after having vanished seven years earlier.
Since news of the cancellation broke, there has been outcry from fans on social media, with some even threatening to cancel their subscriptions to Netflix.
Others are campaigning for the show to be revived with the hashtag “SaveTheOA” on Twitter.
The OA seasons one and two are currently streaming on Netflix