The Inverness-born actress wanted to return from New York, where she was based, to her home city to bring her own script to the big screen.
The Doctor Who star also took on the main role – of a young woman struggling with the aftermath of her best friend taking his own life.
Now the 30-year-old actress is hoping that the film’s forthcoming world premiere in Scotland will open up discussion about why the suicide rate in the Highlands is way above the UK average.
For young men it is also around two and half times that for young women.
The Party’s Just Beginning, which will get its premiere at the Glasgow Film Festival this week, sees Gillan’s character Lucy living an erratic lifestyle after the loss of her soulmate.
Flashbacks show the close bond Lucy developed with her friend, but also how she has become haunted by loss, guilt and grief in the aftermath of his death during a bleak Highland winter.
Recalling the origins of the film, Gillan said: “I decided a few years ago that I wanted to write a script. I remembered this statistic I had read that the suicide rate among young men was higher in the Highlands than the rest of Scotland. I was so shocked.
“It struck me as a strange contradiction about the Highlands. I grew up in Inverness and it is always being voted one of the best places in the UK to live. I remember mulling over it for a couple of years when I was doing Doctor Who [playing the character Amy Pond]. I felt it was something really interesting to explore.
“I wanted to look into a lot of the motivations for suicide before I starting writing the script. The research was mainly psychological.
“One of the things I talked about with the team I made the film with was the postcard version of Inverness that everyone is familiar with and my character’s version of it and her experiences.
“In any touristy place there is the version tourists get and the one you get when you are growing up there. They’re not the same. I wanted to show Inverness in a more realistic light and what it is like growing up in a place kind of in the middle of nowhere.
Gillan added: “I hope the film affects people emotionally enough that it starts a conversation about the suicide rates among young people in all areas, not just the Highlands.”
The film, which Gillan will launch on Saturday, depicts Inverness in a dark new light – and it is likely to shock fans of her previous film work, including the Guardians Of The Galaxy blockbusters.
“I knew I wanted to tackle this tricky subject matter and knew where I wanted it to be set,” said Gillan. “I always knew I needed to tell the story from my perspective, with a character the age I was when I wrote it. Lucy has recently suffered the suicide of her best friend, who is probably the only person she has felt able to connect with. She feels a lot of guilt over the whole thing, she is quite self-loathing and self-destructive, and goes to some quite intense emotional places.
“I felt I could sympathise with why she is so hardened towards people. I don’t necessarily want people to like her, but I would like it if they could maybe understand her. She is completely different from my other roles, but I wanted to tell a story and I needed to do whatever would serve the story right and not think about how it would come across.”
Gillan added that she was struck by how male-dominated the film-making world is, which had probably deterred her from directing until now.
“When I was growing up in Inverness my parents gave me a video camera, which was my favourite thing in the world. I made a lot of horror films in the house I think subconsciously I’ve always wanted to be a director.
“I didn’t really see it as a possibility before this film. I think it was to do with the fact there aren’t that many female directors.”