The Game of Thrones actor's character Paul was seemingly murdered by a car bomb within the opening minutes of the ABC drama, which focuses on his widow and ex-CIA agent Becca (Ashley Judd) searching for her kidnapped son.
"I get exploded [but] you'll see me in flashback and that's the story that unfolds between Paul and Becca," he told Entertainment Weekly. "It starts off back-to-front, in a way.
"The flashbacks are quite substantial. You find out who she is and who Paul is, and what their relationship is all about... there's a tension between them. You don't really know what he's into and she doesn't know either."
Asked to confirm if his character really is dead, given that the camera cut away from the car before it exploded, Bean simply teased: "Uh, I cant remember."
Missing creator Gregory Poirier recently revealed that Judd was the show's first choice for the lead role.
"She was the prototype for this role," he said. "She has an ability to show a depth of character, but also a vulnerability, and she can show her pain. At the same time, she can kick ass."
Missing airs Thursdays at 8pm ET on ABC.