The Inverness-based actress, who plays Amy Pond, and her on-screen husband Rory, played by Arthur Darvill, are leaving the show after a two-and-a-half year stint as the timelord's companions.
Gillan, who is in Alabama making horror film Oculus, will watch her last episode with the film's cast and crew in the US.
She said: "All I wanted was for her to go out in flames of blazing glory and she definitely does that. I couldn't have wished for a better way to go."
Gillan, who was "emotional for about two weeks" after filming finished, said she was able to pass on a few tips to her replacement Jenna-Louise Coleman before she left.
She said: "I felt wise and mature which has never happened to me before."
She went with her gut instinct to leave the show, adding that the decision upset her mother.
She said: "My mum was devastated. She was like 'No, Karen I don't want you to leave'."
Gillan said she is too busy to have a relationship and that there is no chance of romance with Darvill. She added: "I'm sure he'll make a fantastic husband to someone that's not me."
Due to appear in police parody A Touch Of Cloth, Gillan said she wants to do more science fiction and would continue watching Doctor Who.
The star, who said she took the binoculars from the Tardis as a momento, makes her final appearance tonight on BBC1 at 7.20pm.