The 48-year-old Emmy-winner said she's not someone who spends a lot of time resting on her laurels. In fact, Margulies said the attention makes her a little too uncomfortable.
She told People the last time she looked at her Emmy Award was "when I was doing the press rounds after I won.
"I haven't really seen it much since then," she admitted. "I was embarrassed by the attention. I wanted to deflect it. It was too much!"
It was quite the shocker for The Good Wife fans when Josh Charles' character, Will, was killed off last season. Margulies said the last time she told her former co-star she missed him was just before Labor Day weekend.
"I was sitting in court, and one of our recurring judges, Brooks, makes me laugh so hard. I'll never say his last name [Ashmanskas] right; he's a friend of Josh's. I was texting Josh saying, 'I miss you so much, I can't believe you're not here laughing with me right now,'" she recalled.
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Margulies said that last advice she was given came from her parents, who told her, "Honey, you must rest."
It seems the actress does try to take some time for some rest and relaxation and enjoys indulging with family and friends.
"This past weekend we had some friends up at our house [with husband Keith Lieberthal] in the country," she said. "I cooked a huge steak dinner, and we had the best red wine. I don't regret it.'
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Meanwhile, Margulies made an appearance on The Tonight Show with Jimmy Fallon and performed a hilarious skit with the late night host. The duo channeled their best high school administrator personas and presented "Monday Morning Announcements."