Kelly co-stars with Leighton Meester, who plays her psychotic roommate.
Kelly told "Early Show" co-anchor Chris Wragge part of the movie features a fight between herself and Meester. And the pair did research to make their fight look as real as possible.
Kelly said, "We Googled girl fights on YouTube, and you know, we made sure it was real. Girls don't all fight with open hands. They punch."
Wragge remarked, "I'm going to recommend to people, it's quite a physical -- it's a good fight scene as far as fight scenes go. It's a good one."
Kelly said it was exciting to work on her first feature film with Meester, a longtime friend.
The thriller genre, Kelly said, is particularly fun. "Especially a psychological thriller," she said. "I love movies that make me think. And really scare me just because this could actually happen. I mean, this is not a fictitious character. (Meester) really studied the elements and the psychology, and you know, really just -- she has a chemical imbalance and these people really exist and this could really happen. Of course, this is very heightened reality of this situation."
Referencing her other achievements, Wragge asked Kelly how she felt when she learned she received Esquire magazine's "Sexiest Woman Alive" title.
"I really didn't believe it," Kelly said. "I kind of -- I was at the airport waiting to board a flight, and I was just like, 'What? Really?' It was -- it felt like my least sexy moment. You're traveling. I don't know. It was so flattering and I couldn't believe it. Because I was aware of the women who had the title before me. And I just thought, To be in that company, what an honor."
When asked by Wragge how she, the longtime girlfriend of New York Yankee captain Derek Jeter, could keep a low profile, Kelly said, "I don't walk around like that title, and he doesn't, either. You know, and also, we're such private people, really. I certainly understand the curiosity. But the way we keep it private, like you say, the way we keep it low-key is by not talking about it."
Kelly will also be seen in the upcoming TV series of "Charlie's Angels."
"I am very much looking forward to that. I'm so excited," she said. "I just got my schedule and I'm going to be doing martial arts training, and doing, I guess my specialty is going to be cars, and so I'm going to be follow alongs with police cars, and chases, and I'm so excited."
Wragge joked, "You tell them you don't need fight training. 'Go see me in my movie. I can fight."'