TNT picked up the Closer spinoff Major Crimes for a new slate of episodes last week, even before the end of the first season.
McDonnell has now admitted to TV Line that she felt tremendous pressure for the show to succeed.
"There was the pressure and the risk factor of taking on this spinoff, stepping in as Sharon Raydor, everything that it implied to just sort of follow the legendary Closer," the actress said.
"You had to approach it with a lot of humility and commitment and not get caught up in 'success or failure', any of the externals."
She further explained: "I've been doing this for a long time, so I know how the horse race is successfully won - you put your head down and you do your best.
"But then when you get your head up, you go, 'Did it work? Have we succeeded?' Because if it didn't succeed, a great deal of that will land in my lap just because I'm so visible.
"But I knew it was succeeding on the floor when we were shooting it, so I said to myself, 'Calm down. This is working. This is going to work. I know this is going to work'. It worked so successfully, actually, that it was thrilling."
McDonnell went on to say that Major Crimes' renewal came as a tremendous relief.
"When we got picked up, all I could think about was I'd been granted relief, tremendous relief," she recalled. "But what I really felt relief for was the 250 to 300 people who would continue to be employed. This is a huge production company, and they've been working now together for eight years.
"That's a lot of families, a lot of mortgages, a lot of lives and their hopes and dreams, and commitments continuing. In this time of recession and unemployment, [earning a renewal] felt fabulous."
McDonnell recently credited her on-screen chemistry with The Closer's Kyra Sedgwick with launching Major Crimes.
Major Crimes aired its first season finale on Monday (October 15).