The French Canadian actress - who joined Mad Men in the fourth season - told Rolling Stone that she's incredibly lucky to have landed a role on the AMC series.
"I drive past the Mad Men billboard every day and I can't believe I'm on that show," Paré admitted.
"It's a really fun set, in large part because of Jon [Hamm], because he's so funny and generous as an actor and a person. When our characters got married, I don't know how shocked he was. But hopefully he wasn't too bummed out."
Paré also joked that it's an honour to play the woman who has tamed the formerly notorious womaniser Don Draper (Hamm).
"The big shock is not so much that they're married, but that they're happy," she quipped. "Megan doesn't see him as intimidating. She sees him as this sexy, warm, open guy. And he is! For now, anyway."
The 29-year-old star previously said that she's grateful for the impact Mad Men has had on her career.
Mad Men airs on AMC in the US and in the UK on Sky Atlantic.
Watch a behind-the-scenes promo for the fifth season of Mad Men below: