Speaking to Digital Spy at the recent Arqiva British Academy Television Awards Nominations party, Gilgun confirmed that filming had begun on new episodes of the E4 drama.
"It's pretty intense, but... we always get some good stuff," Gilgun said. "It's very funny."
The new series of Misfits will introduce three new regular characters following the departures of Lauren Socha (Kelly), Iwan Rheon (Simon) and Antonia Thomas (Alisha).
"It's been an absolute joy," said Gilgun. "They really are lovely, lovely people. You can see they're a bit wide-eyed - I remember feeling like they feel. I know how it feels to be the newbie."
Gilgun also admitted that it felt "extraordinary" to receive a BAFTA nomination for his role as Woody in Channel 4's This Is England '88.
"It is the most unbelievable feeling," the 28-year-old revealed. "As an actor, it doesn't get much better."
The BAFTA Television Awards 2012 take place at the Royal Festival Hall at London's South Bank centre on Sunday, May 27.
> Misfits star Joe Gilgun: 'Series four will be completely outrageous'