Gillan's final Doctor Who episode after two-and-a-half series airs this weekend, pitting her character Amy Pond against the Weeping Angels one last time.
"Sometimes I genuinely get really, really scared. Do you know the monsters the Weeping Angels? Well they freak me out so much, 'cause they're just like, 'Aaarrrgh'," Gillan revealed to The Indepdendent about the ghoulish villains.
She went to say: "[The Angeles are] so freaky, aren't they? They're actually in the last episode I'm gonna be in. So that was really scary."
Gillan also touched on exiting Doctor Who, explaining that she simply felt a natural ending for Amy Pond's story had been reached.
"I honestly wanted to go on my gut instinct with the whole leaving thing, and I just had a rough idea of when would be a good time for me to go 'cause I wanted to go on a high," she said.
"I didn't want to stay in it too long and outstay my welcome. And I wanted to take the character as far as possible before it started getting a little tired."
The 24-year-old actress previously hinted that Amy and Rory's exit from Doctor Who is "very final".
Doctor Who concludes its regular 2012 run this Saturday night (September 29) on BBC One in the UK and BBC America in the UK.
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