The Doctor Who star described the idea of a potential team-up as "amazing" but insisted that she has not heard any official talk of it becoming a reality.
"That sounds really cool, not something I've heard anything about that, but that would be amazing. I would be open to that," she told Total Film when asked about the possibility of a Guardians-Avengers movie.
Gillan - who plays the villainous Nebula in the film - went on to discuss the differences between Guardians of the Galaxy and Joss Whedon's Avengers.
"What's different about Guardians is that everybody is a villain. There's just good guys within the bad guys," she added.
Guardians of the Galaxy will be released on August 1, 2014.
'Guardians of the Galaxy' filming - photo gallery: