The Six Feet Under actress told New York Magazine that she had tried to find the positive qualities of scheming PR guru Jilly Kitzinger.
"The good thing about playing a villain is to realise that everyone has a soul," she explained. "She's got a lot of good qualities [and] she's just doing her job."
She continued: "I might not make the same choices or be able to stomach the same things [as Jilly]. I mean, it's... a pretty despicable job."
Ambrose added that her Torchwood role is "pretty unlike anything else I've ever done".
"I thought it would be a really fun thing to do," she said. "'Ruthless PR woman' is not exactly my usual fare."
Ambrose also praised her co-star Eve Myles, claiming she is now "obsessed" with the Welsh actress.
"I just love [her]," she admitted. "I worked hard to even make sense of her accent, it really is a tricky one. But I'm obsessed with her, and I became obsessed with the Welsh accent. Everything sounds... super sing-songy and fabulous."
Myles previously told Digital Spy that she had acted like an "absolute berk" meeting Ambrose, after admiring her performance in Six Feet Under.
Torchwood: Miracle Day continues on Fridays at 9/8c on Starz in the US and on Thursdays at 9pm on BBC One in the UK.
> Torchwood: Miracle Day: Ten teasers about 'The Categories of Life'
Watch a clip from the next episode of Torchwood below: