The Sex and the City star told Stylist that she was not impressed by the format.
"It's shocking what people will do," Cattrall said.
"Their lives are completely open books and I think, 'Please, is there nothing you want to hold back?' It doesn't get me angry, I just wonder about it."
Cattrall also suggested that Hillary Clinton lost the Democrat nomination in 2008 because she was a woman.
"I hold great hope for Hillary," she said. "Hopefully she'll run again, not in this election, but maybe the next.
"I think there's a tremendous amount of fear from men and women about a woman ruling and we need to change that."
Cattrall added: "People never thought we'd have a black president but what became very clear through the campaign four years ago was that as frightened as people were of that, they were even more frightened about having a woman in power.
"It was astonishing to me, the sheer misogyny. It's crazy."