The 36-year-old star told Easy Living that her childhood ambition was to have fiery hair like her favourite literary character.
"I was obsessed with Anne of Green Gables, so wanted red hair," Hendricks revealed, adding: "Mum said, 'I'll throw a rinse on it'."
Hendricks also vented her frustration about bathing suits never quite fitting her curvy figure.
"It's really hard to find a bathing suit if you have breasts. You either get smooshed down or there's no support at all," she explained. "I want to start my own line, with good bra support. My husband and I have sketched out designs."
Hendricks recently admitted that she is not conscious of her Mad Men character Joan Harris's signature strut while shooting the series.
Mad Men airs on AMC in the US and Sky Atlantic in the UK.
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Watch a trailer for the fifth season of Mad Men below: