The 'Horses' musician told TV Guide that she had found it "daunting" playing a guest role in the crime drama.
Smith said: "I've never really acted, but I highly respect the craft. I knew that it wasn't going to be simple, but it was a little more daunting than I expected."
Smith will play college professor Cleo Alexander in this week's episode, which is inspired by troubled Broadway musical Spider-Man: Turn Off the Dark.
The singer revealed that she is keen to act again in the future, having received tips from Criminal Intent star Vincent D'onofrio.
"He's been taught by the greatest, and he taught me, so I feel like if I had to [act] again, I'd be really good," she explained. "He's such a great actor, such a great director and becoming such a good friend."
Law & Order: Criminal Intent continues this Sunday at 9/8c on USA.
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