05/20/2013 08:02 pm ET

'Mad Men': Peggy's New Job Had Elisabeth Moss Nervous About Her Future (VIDEO)

"Mad Men" fans were understandably nervous when Elisabeth Moss' Peggy Olson departed Sterling Cooper at the end of Season 5, and during a recent visit to "Live with Kelly & Michael," Moss admitted that she was pretty concerned about her character at the time, too.

In fact, Moss didn't find out about Peggy's departure until she was filming the episode before it. "It was unusual that [Matthew Weiner] didn't tell me. He usually tells me what's happening, pitches me things to ask me how they sound," she said in a 2012 interview with The Hollywood Reporter.

"There's supposed to be a phone call that happens before that, that lets you know that something's coming," she said on "Kelly & Michael." "You don't wanna get that phone call."

Everything worked out for the best for Peggy, who is still an integral part of "Mad Men's" sixth season, but before the season began, Moss told The Huffington Post that she had definitely been worried that she was about to become unemployed.

"The first question out of my mouth when Matt [Weiner] told me the storyline, I was like, 'That sounds great. Am I still in the show?' I was like, 'What does that mean?' and he assured me that everything was going to be fine," she admitted. "But then I couldn't talk about it, so when it aired, everybody was like, 'Oh my God, is she leaving?' and I couldn't say anything and I said to Matt, 'What do you want me to say? What do you want me to tell people, because everyone's asking me if I'm coming back?' And [he says] what he always says to me which is, 'They're just going to have to watch and see.'"

"Mad Men" airs Sundays at 10 p.m. ET on AMC.

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