The British starlet - best known for her portrayal of Hermione Granger in the Harry Potter films - enjoyed ditching Hermione's ill-fitting clothes for figure-hugging 50s outfits for the new role.
"It's amazing to play a role that's in a different time period - the 50s are so much fun and I loved wearing the costumes," she said.
While she had a ball with the ladylike costumes, Emma reckons she wouldn't like to wear them all the time.
"I certainly felt more feminine - they were really about curves and a waist, and I thought, 'Wouldn't it be nice to be more womanly?'" she continued, adding: "I say that, but I was wearing a waspie, a 50s version of a corset, and I certainly wouldn't last very long in one of those."
Michelle Williams takes the title role in the Simon Curtis period drama, but most of Emma's scenes were with Eddie Redmayne, who plays British writer-director Colin Clark.
"Eddie was just such a delight to work with, such a generous actor," she gushed.
"It's a great little role, I'm really thrilled to be a part of it. It was lovely to start with my new career and my new life really."
She reckoned fans won't be disappointed: "[Distributor] Harvey Weinstein showed me the trailer before I went off set, and it's going to be good."
My Week With Marilyn is expected to be released in 2011.