"The Closer" just resumed its fourth season. Sedgwick stars as Los Angeles Police Department Deputy Police Chief Brenda Leigh Johnson.
This year is different than the others, however, Early Show co-anchor Harry Smith pointed out.
"It's actually just five episodes, but it's really great. It's a lot of personal stuff for Brenda," Sedgwick said.
Sedgwick says the ante has been upped this time around with pushing personal stories.
"Well, you know, there's a possible wedding. There's an end to the discussion about the engagement. There's a possible marriage," she said.
"Why is this so much fun for you?" Smith asked.
"Because it's so character-driven," Sedgwick responded. "It really is just all about character for me. And it's a great acting challenge for me every single day," she said.
Taking on the role of Johnson is interesting for Sedgwick, because it's very different from characters she's played in the past.
"Well, it's definitely a stretch, character-wise. She's very different from me, for sure," she admitted.
"That whole Southern, crazy, jumping-up-on-the-desk kind of thing -- right?" Smith added.
"We haven't jumped on the desk yet. But we will!" Sedgwick laughed.
There is a lot of physicality for the role, which Sedgwick says is "really fun."
Besides the excitement of "The Closer," Sedgwick revealed her softer side.
Accompanied by her 10-year-old dog, Pauly, who was a shelter dog until she rescued him at just six-weeks-old, Sedgwick promoted pet adoption.
"I brought him on today to talk about my partnership with Hill's Science Diet to raise awareness about all these amazing cats and dogs that are available," she said. "They've donated over $100 million dollars in Science Diet to help get these animals nutritionally ready for adoption."
To encourage people to think about adoption, Sedgwick suggested that people read "sweet stories" about pet adoption on Feeding Is Believing.