The actress joined the show in April 2010 as companion Amy Pond alongside the 11th Doctor played by Matt Smith.
"It's been so amazing," she told the Evening Standard. "I don't think I will ever have a job quite so fun ever again."
Gillan recently said that she will not make regular cameo appearances in Doctor Who once she leaves the series.
"I don't want Amy to pop up again every so often, because for me it would take away from the big, emotional goodbye," she said.
"Once she's gone, she's gone. I want people to remember the Amy Pond era as a good one."
Gillan plays '60s supermodel Jean Shrimpton in upcoming BBC Four biopic We'll Take Manhattan and was recently contacted by the 69-year-old.
"She left a lovely message saying she really enjoyed it," Gillan added to the newspaper.
"[Photographer] David Bailey loved it too. And they're really honest people so that means something to me."
Of her stage debut in Inadmissible Evidence at London's Donmar, Gillan said: "It really opened my eyes to so many things.
"It's good experience to get an instant response, the buzz, adrenaline. There's nothing like that feeling. It's a really scary thing to do."
Both Smith and Gillan recently said that they know nothing about reported plans for a Doctor Who movie.
Take a look at a gallery of images from the Doctor Who Christmas special below: