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Melissa McCarthy, Spy

20th Century Fox

Melissa McCarthy is one tough cookie.

The funny lady took quite a fall just as shooting began on her new comedy Spy.

"I slipped on wet marble and I went down," McCarthy told me at the SXSW premiere of the movie. "I threw my back out so badly, we spent the whole week trying to get me walking again. It was intense and it was kind of at the beginning of the movie. It was a little dicey."

Director Paul Feig confessed the first thing he thought when he saw McCarthy tumble was, "We're f--cked!"

Jason Statham, Paul Feig, Melissa McCarthy, Rose Byrne, Bobby Cannavale, SXSW

Michael Buckner/Getty Images for SXSW

But McCarthy is pretty resilient. "She's such a strong person," Feig said, adding that she did about "90 percent" of her own stunts. "She's an athletic person and the things I was asking her to do, I knew she could pull off. The minute she put her leg up in the door in Bridesmaids, it was like, 'OK, I'm not worried about Melissa anymore.'"

McCarthy stars in Spy as a CIA analyst who is enlisted to pull of a James Bond-like mission to save the world from an evil arms dealer. The cast also includes Jude Law, Jason Statham, Rose Byrne and Bobby Cannavale.

"I have to say, I didn't know how hard it would be, but yet, I weirdly loved it," McCarthy said of the action sequences. "I tried to do everything. I had an amazing stunt woman who could do things better but I was like [my character] is not supposed to be bionic."

Spy is set to hit theaters on June 5.

McCarthy and Feig will team up for a third time for the new all-female Ghostbusters remake with Kristen Wiig, Leslie Jones and Kate McKinnon.

"I'm pretty excited," McCarthy said. "Kristen and I got together recently and I was like, 'This is going to be so much fun.'"

It sure is.