The former Doctor Who actress debuted her new look during the Marvel Studios Press Line at Comic-Con 2013 on Saturday evening (July 20).
"It's liberating," Gillan said of her new hairstyle. "I think everyone here should shave their heads."
The 25-year-old plays Nebula in the upcoming Marvel movie, an alien supervillian trying to wipe out entire civilisations.
She had appeared at Comic-Con with a full head of hair on Friday, which was later revealed to be a wig.
Guardians of the Galaxy co-star Zoe Saldana, who plays Gamora, said at the event that the cast and crew have "85% of the movie left to shoot".
"This is sort of like the anti-hero hero movie," she added. "We're meeting these characters, they're thieves, they're rebels, they're assassins, and they're going to be learning very big lessons."
Guardians of the Galaxy will be released on August 1, 2014.