The 29-year-old Scot has been working on the newly-titled movie The Party’s Just Beginning since filming began in Inverness and Glasgow in January.
As well as taking on the main role behind the camera, the former Doctor Who star also wrote the script and is playing the leading on-screen part.
“I’m not work-shy,” she said.
“I live to do it so this is a really great experience for me to just be able to run around and be completely stimulated all day in various ways. It’s sort of a dream, really.”
Gillan insisted it does not feel premature to be directing at this stage in her career and she is hopeful of more such work in future.
She said: “It actually feels quite natural. I’ve been working in film for quite a few years now and I’ve been in the environment for that length of time, so I just felt like it was the right time to do it.
“There are so many challenges that come with directing - to be able to set the tone and collaborate with people and make it a safe space for everybody to offer up ideas - that’s what really makes me excited about the position.
“I just love it, I don’t feel like it’s crazy or anything, it just feels quite natural. I feel like it should have been more stressful than it’s been - but it’s not.”
She said both directing and starring in the film was the biggest challenge of the project - which is now in post-production - but also its most rewarding aspect.
Set in her home city of Inverness, the story follows a young woman named Liusaidh, who is dealing with the suicide of her best friend, one year on.
“She’s having a hard time connecting with people, a lot of her emotions are bottled up and she feels like people can’t hear her when she tries to talk to them,” Gillan said.
“Her emotions are coming out in some quite dark ways. She’s a bit self-loathing in a lot of ways, she’s just wild, out of control.”
Gillan describes the story as fictional but admits there are elements of herself in the way she portrays the character.
She says it was her alarm at the suicide rate in parts of Scotland which made her want to explore the subject matter further.
The crew has filmed many of the interior scenes in Glasgow, while most of the outside scenes were shot in Inverness.