The actress, who plays Shauna Roberts in the HBO series, revealed that she is unsure whether the show could find success on the big screen as she doesn't think men will buy tickets to see the movie in the theatre.
"I did hear rumours of a movie," she told E Online.
"Women are bigger buyers and bigger supporters of that kind of thing. Like, I don't know if men are going to see some cute little dude movie, unless things are blowing up and there's a lot of 3D and special effects."
Mazar went on to say that she will miss the role when the show finishes next season, adding: "I will miss playing Shauna just because she's a real fun bitch to play. So will I miss it? Yes. But I look forward to creating something fresh and original, you know, on a different show."
Co-star Emanuelle Chriqui previously said that she would be open to participating in an Entourage movie.
Andrew Dice Clay was recently confirmed to appear in the show's final season.