The Scottish actress, who plays Amy Pond, and her on-screen husband Rory, played by Arthur Darvill, are leaving the show after a two-and-a-half-year stint as the timelord’s travelling companions.
Gillan, in Alabama making horror film Oculus, will watch her last episode with the film’s cast and crew in the United States.
“All I wanted was for her to go out in flames of blazing glory, and she definitely does that. I couldn’t have wished for a better way to go,” she said.
Gillan, who was “emotional for about two weeks” after filming finished, said she had been able to pass on a few tips to her replacement, Jenna-Louise Coleman, before she left.
“I felt wise and mature, which has never happened to me before,” Gillan said.
She went with her “gut instinct” to leave the show, adding the decision had upset her mother. “My mum was devastated. She was like ‘No, Karen, I don’t want you to leave’.”
Gillan said she was too busy working to have a relationship and that there was no chance of romance with Darvill. “I’m sure he’ll make a fantastic husband to someone that’s not me,” she said.