09/11/2009 05:12 am ET Updated May 25, 2011

Kyra Sedgwick Gets Madoff Revenge Onscreen (WATCH)

Kyra Sedgwick, who is nominated for an Emmy for The Closer for the fourth time, visited The Tonight Show Monday night. She and her husband Kevin Bacon lost a lot of money in the Bernie Madoff Ponzi scheme, and Conan noted that in The Closer this year, a character very much like Bernie Madoff got killed.

"Did you write the episode?" he asked.

"It was a brutal, messy, messy murder, cut off legs. It was really bad," Kyra said. "No, I did not write the episode and in fact I'm such a dumb blonde sometimes I was like, 'I wonder if this has anything to do...' so it took me a little while."

And that's not the only personal misfortune she has had to relive onscreen.

"Sometimes my creator has a wicked sense of humor because right after that episode Brenda's cat starts to go down the tubes and my cat had just died," she said. "This is funny, right?" WATCH:

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