The "SNL" alum poses in sexy lingerie for a series of smoldering photographs in the latest issue of Violet Grey magazine.
The 41-year-old funnywoman has been showing off an edgier side on screen as well.
In her latest film, "Welcome to Me," which premiered at the Toronto Film Festival last fall and opens in theaters on Friday, Wiig plays Alice Klieg, a woman with a borderline personality disorder who wins the Mega Millions Lottery and buys her own talk show.
In one heart-wrenching scene, Wiig strips down completely and wanders naked and confused through a crowded casino.
"It was the part and it felt right, so I did it," Wiig told Violet Grey about her decision to disrobe on camera. "Of course you’re nervous, and you know people are going to make comments, but if you care about that, your job instantly becomes more difficult. You have to do things for you."
Wiig hopes people embrace this more dramatic side of her.
"I always say people know you how they know you, and I think people know me probably from 'SNL' and 'Bridesmaids,'" Wiig told the magazine. "I’ve done a couple of things that have been dramatic and sometimes I get frustrated because like ... there was a scene I shot once where it was like, 'Oh, this woman is so sad that she’s doing this thing,' and when we screened it people laughed."
For that reason, Wiig was nervous going into her latest film.
"I know that there’s some really dark moments and there’s some really funny moments," she said, "and it’s kind of up to the audience to interpret them."