The former Dawson's Creek star transformed into the Hollywood icon for the film, but said that although she was playing a sex symbol, she didn't feel any more attractive.
Appearing on Piers Morgan Tonight, she explained, 'When all that comes off - the hair, the wig, the costume - there's a strange in-between person underneath.
'You know, maybe in those moments like in the bathtub or at the scene with the school boys, but not in everyday life.'
But her co-star Kenneth Branagh said it was fun to watch Michelle try to walk in Monroe-style tight dresses.
'Seeing Michelle walk the first time was quite fun because it looked like she was like a sort of floating on air, she was like a hovercraft,' he told Us Weekly. 'Her knees seemed to be welded together in this dress that simply didn't allow a human being to put one foot in front of the other, and so it seemed like she started levitating.'