The "Freaks & Geeks" alumna joined the critically-acclaimed AMC series as Don Draper's (Jon Hamm) mistress and neighbor Sylvia Rosen. In a recent "Mad Men" episode, the s*** hit the fan when Sally (Kiernan Shipka) walked in on the two of them having sex, prompting young Sally to explode at her father.

"Well, the good thing about that is that when Kiernan walks in, what you see on screen isn't actually what she sees on set," Cardellini explained of the shocking "Mad Men" scene during a recent visit to HuffPost Live. "What we were doing while she was reacting to that is not exactly as explicit as it is on screen. So that's the nice thing about acting sometimes is that you don't have to actually experience the things as the characters do."

Shipka recently opened up about the traumatic scene, telling Vulture, "The whole thing about acting in general, whether other actors are there with you or not, is that it's about your imagination. You can draw from real-life experiences, but obviously nothing, unless you're doing some biography, is going to be exact to your life.

"That's what's fun about it. It's not real life. I have a little bit of a wild imagination, so I could imagine anything I wanted to see there even if it wasn't really there," she said with a laugh.

But Sally's reaction to what she saw between Don and Sylvia led her to start drinking, smoking and enjoy watching boys fight over her while staying overnight at Miss Porter's boarding school in the penultimate episode of Season 6. "Sally walking in on her father with this other woman is a very complicated experience," "Mad Men" creator Matt Weiner explained in a behind-the-scenes video from AMC. "Her response is she wants to get as far away from her father as possible."