Critics love Christina Hendricks for her performance as comely, cunning Joan on Mad Men. Beauty editors can't get enough of her gorgeous red locks and flawless skin. And laddie mags worship her copious curves and bombshell sex appeal. But even she has insecurities, she tells Flare magazine.

Looking amazing on the cover of its May issue, the 37-year-old actress opened up about feeling intimidated when another star with a huge, rabid fan base, Ryan Gosling, approached her about starring in his directorial debut, How to Catch a Monster. "[Ryan] called me and asked me if I was interested in doing this film and I said: 'One, of course, yes, and two, why me? And three, I don't want to disappoint you.'"

PHOTOS: Mad Men Cast — see how they look off-camera!

The two are working closely on the film, she said. "He's been fantastic, involving me artistically and letting me be along the road of casting and costume design. I've seen story boards and imagery and I've heard music. It's the largest role I've ever had, so this is one I"m definitely aware of my anxiety about."

PHOTOS: Ryan Gosling's best movie romances

Hendricks said that while the Mad Men cast "is like family" to her at this point, showing up on a film set is entirely different. "[E]very time you do a film it’s like the first day of school. You don’t know what the kids are going to be like; you don’t know what your environment is going to be like. The first-day jitters that everyone gets last a little longer for me," she told the magazine.

This article originally appeared on Christina Hendricks: Working With Ryan Gosling Gave Me "Anxiety"