Gillan (Amy) and Arthur Darvill (Rory) will both depart the sci-fi drama midway through its seventh series.
The pair's final episode was recently filmed in New York and will feature the return of the monstrous Weeping Angels.
Gillan told Total Film of reading the script for her final show: "I literally couldn't read it without crying. It was the most highly-charged read-through I've ever experienced. But I couldn't have asked for a better exit. I don't think it'll be what people expect."
The actress also expressed her support for a Doctor Who movie, saying: "I think it would be great in a franchise-y sort of way. I'd look forward to sitting down and watching it."
However, she remained tight-lipped on her possible involvement. "Oh, who knows, I guess you can only cross that bridge when you come to it!" she said.
Jenna-Louise Coleman will make her debut as the Doctor's new companion at Christmas.