Michele's character Rachel Berry is set to lose her virginity to on-off boyfriend Finn Hudson in the musical-comedy.
But while the 25-year-old is happy with the overall result of the scene, she found it strange shooting it because she sees Cory, 29, as a brother.
The star said: 'Oh my god, it was way awkward. I adore Cory. He's like my brother and to have to do some of the stuff we did in front of our entire crew...it's so less sexy than you think. Really, we were in a room with like 20 people around us, sitting by the fireplace.'
But Lea says she is pleased with the way the shoot turned out and that her character losing her virginity has been coming for a long time.
She added to E! News: 'I saw some photos and I was like 'Damn! We look good.'
'As a fan of the show, it's something I wanted to see for a while and it's very interesting how everything plays out.'