The actress bows out of the BBC One show in tonight's (September 29) episode 'The Angels Take Manhattan', after playing Amy Pond for two years.
Gillan revealed that leaving co-stars Matt Smith and Arthur Darvill was the hardest part of quitting.
"Everything was already bubbling under the surface. So in my final scene it is not even acting, it is real because I knew I had to leave in real life and I had to leave Matt and Arthur," she told The Mirror.
"I was emotional for about two weeks filming the episode and I was crying at everything. Things that weren't even sad, anything would set me off.
"I just can't believe it's real. I have just always thought in my head I am in the show until the final episode airs, so I thought I had loads of time. It was hard to film at points because I was getting nostalgic.
"I kept thinking, 'This is the last time I will do this or that'. But I couldn't have asked for a better way to go, it is so good. All I wanted was for her to go out in flames of burning glory. I definitely think she does that."
