The actress told TV Squad that starring in the show has allowed her to live out her childhood fantasies.
"Even fantasies that I never even had are coming true," she said. "This show is so extreme, you start doing things and you're like, 'Wow, this is pretty awesome. I don't know if I could've dreamt this up.'
Perabo - who plays CIA agent Annie Walker on the show - revealed that she had to train extensively for the programme's fight sequences.
"I started training four weeks on my own before I even got up to Toronto [where the show is filmed] and then we did four more weeks of training just getting into choosing what the fight style of the show would be because [executive producer and The Bourne Identity director] Doug Liman comes out of the Bourne world... he likes really close, messy hand-to-hand combat."
She explained that the final fighting style she uses on the show is "a combination of Krav Maga, which is the Israeli army style of street fighting and Wing Chun, which is the martial arts style developed for nuns during the Samurai period."
However, Perabo confessed that she was not a fighter in real life.
"The last time I was in a fight was about 48 hours ago on set," she said. "Before the show, in real life, I think it was maybe fourth grade."
Covert Affairs will premiere on July 13 on the USA Network.