January Jones arrives at the 19th Annual Screen Actors Guild Awards held at The Shrine Auditorium, Jan. 27, 2013 in Los Angeles, Calif. Credit: Jennifer Graylock/FilmMagic/Getty Images

January Jones is best known for playing Don Draper's ex-wife, Betty, on the hit TV show " Mad Men."

Throughout her career, however, the actress has appeared as a blonde, brunette and a redhead. She's now sharing the hard truth about the color changes and the toll they have taken on her hair.

Jones, 35, who appeared as a blonde at last night's Screen Actors Guild Awards, says she's going bald.

"I have been every color and now my hair is falling out in clumps," she told British magazine Grazia Daily during an interview at the Sundance Film Festival in Utah, where she'd gone for the premiere of her film, "Sweetwater."

"I like it all colors, it makes you feel different according to what color it is, but I prefer to be blonde. My son recognizes me in photos when I am blonde. He says, 'Mama.

"I've been blonde, red with extensions for this film, then blonde, then black, and now blonde again. I'm going to have to shave it off and wear a wig."

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While factors such as genetics and medical conditions like thyroid disease can play a role in hair loss, hair stylists believe excessive coloring can also result in hair loss.

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"The chemicals that are used and the over-frequency in coloring your hair can result in breakage and hair loss," Gretta Monahan, founder and CEO of Grettacole Salon in Boston, told ABC News.

Jones is not the only star to have had trouble with her hair. Pop star Lady Gaga and TV personality Kelly Osbourne have also reportedly suffered hair loss because of hair dye.

Osbourne admitted three years ago to getting bald patches after a hair colorist forgot about her in the chair.

"I felt like I'd been electrocuted and burst into tears," she told the UK's Guardian newspaper.

Lady Gaga, a natural brunette, has also spoken honestly about the difficulties of maintaining her platinum blonde look.

"[I] must occasionally get a chemical haircut because my blonde hair is falling out," she told People magazine.

So what's a hair dye-loving person to do?

"My advice to anyone who colors their hair too much would be to use the right products for what you are doing and also make sure you are conditioning enough," Monahan said.