The Brokeback Mountain star plays the blonde bombshell in upcoming biopic My Week With Marilyn and immersed herself in playing the star.
But her dedication to the role had its drawbacks, and Williams admits the part affected her mentally.
She tells Britain's Elle magazine, ""Sometimes you don't (switch off). Especially with Marilyn, you don't want to. In some ways I feel like she's part of me, and in some ways I feel like she's an old friend, and in some ways it feels like a crime to abandon her.
""She was someone who so needed people and was always being abandoned. I found that, playing Marilyn, I became a lot needier than I actually am as a person. I needed quite a lot from people. An embarrassing amount.""