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Kristen Wiig, 2014 Toronto International Film Festival

Jason Merritt/Getty Images

Get ready to see another side of Kristen Wiig.

Make that, all her sides.

The funny lady goes full frontal in Welcome to Me, her new dramedy in which she stars as Alice, a woman with Borderline Personality Disorder who tries to launch her own talk show after winning the lottery.

"It was completely terrifying," Wiig told me at the movie's premiere at the Toronto International Film Festival. "I'm nervous that it's going to be out there in about an hour or two. Everyone's going to see everything."

Will Ferrell, a producer on the film, praised his fellow Saturday Night Live alum for stripping down.

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"I don't want to come off creepy but that was a bold choice on her behalf," Ferrell said. "It was always in the script, but I think it's just another aspect of her amazing performance in this."

And how bold it was. The scene was shot in casino while it was up and running, but they somehow managed to keep gambling patrons from seeing Wiig in all her nakedness.

While it may sound funny, Wiig said that she and the filmmakers made sure they were not mocking people with mental illness.

"It's definitely got some heavy moments and comedic moments, but we were really careful to see where Alice was coming from and that we were laughing with her," she said. "I'm very conscious of the that."

Directed by Shira Piven, Welcome to Me also stars James Marsden and Mad Men's Linda Cardellini.