The How I Met Your Mother star admitted during the show's current season wrap party that she was about to head off to begin filming next week.
"We start in April, which is like tomorrow," Smulders revealed to Zap2It. "I literally leave here and I go to Albuquerque, New Mexico, to shoot some scenes in a catsuit.
"I've tried on portions of the catsuit. I feel like wardrobe becomes very creative on these types of movies, because they literally spend weeks designing just the pants and the emblem."
Smulders was revealed to have been cast in the film in February, and joins the likes of Robert Downey Jr, Chris Hemsworth and Samuel L. Jackson on the project.
"It's such an all-consuming process, so I'm excited to see how it all turns out," the actress added.
The Avengers is due to be released on May 4, 2012.