The star also noted that it's not only fans who have a deep connection to her character Joan Holloway and, well, her character's red hair.
"I did start to associate red with Joan, even though I have been red years and years before," she admitted. "It was [emotional to] end Mad Men after eight years, and all of sudden I was moving to New York [with husband Geoffrey Arend], and all these changes were happening and I thought I'm just going to embrace this whole new time in my life. I'm going to give myself a fresh new look, I'm going to move to a different city. It's given me this boost of confidence [for] what's in the future."
And if you're looking for Mad Men series finale spoilers, sorry bub—Christina wasn't biting: "Joan goes blond," she quipped when asked if her new hair color might be the finale twist. "I think she would go blond but no, Joan has the same old hairdo."
Christina isn't the only celeb to transition to blond for the warmer months: Kim Kardashian and Jared Leto both recently went platinum during Paris Fashion Week.
"I think it looks cool," Hendricks said of Kim's ultra-light locks. "I think she looks great—I think she's a beautiful woman. She did more than shift a shade. I think it looks cool…if you want to do it, do it."
We're all about that blond-to-blond love.
—Reporting by James Chairman
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