McCarthy's most recent role is in Identity Thief as a woman who shows no remorse from stealing other people's financial details.
In an interview with USA Today, the actress suggested that she found her Identity Thief character Diana to be quite sad in spite of her bubbly personality.
"There's no apologies. That's my favourite thing about her," she recalled. "I love that she's stealing from people because she's lonely. She's found out that the way she can connect to people is through buying stuff. I love the mix that it's really funny but also heartbreaking."
McCarthy also explained that she chooses to play bombastic characters as a break from her quite normal home life.
Melissa McCarthy with Sandra Bullock in 'The Heat'
"Part of what is great about the bravado is that it is false, which I always find interesting," she revealed.
"I'm certainly not shy, but I like playing it because I love those characters that are incredibly confident but really still a mess. I'm really happy in my life. I don't storm around doing whatever the hell I want in my daily life."
Identity Thief opens on Friday, February 8 in the US and on March 22 in the UK. Watch a trailer for the film below: