The actress tells PEOPLE that finding the right wig is "incredibly important" to discovering her character

By Michael Miller
June 07, 2015 03:50 PM

For Melissa McCarthy, finding the perfect wig can make or break a performance.

Like Peter Sellers, Harpo Marx and other comedy greats before her, McCarthy understands the power of a good wig.

“I just think wigs and makeup and costumes completely transform me when I read a character I really, really love,” the Spy actress says in an interview with PEOPLE and Entertainment Weekly editorial director Jess Cagle. She describes finding the right hairpiece as “incredibly important.”

McCarthy, 44, explains that when she reads a new character’s lines in a script, she knows “immediately what they look like.”

After painting that mental picture, she says, “I go immediately to a wig store and I try on a million things.”

Once McCarthy finds the perfect fit, she checks in with her director. “I will send Paul [Feig] a picture. I’ve sent him many strange pictures of myself from a wig store.”

Playing an undercover spy in her new film gave the actress even more reason to go wig shopping. And while the costume department usually takes care of the accessories in a film, McCarthy says, “I think two of them in the movie were actually the cheapies I got at a wig store.”

Although many actresses go to the wig department to enhance their appearance, McCarthy isn’t afraid to sacrifice her style for laughs.

“I’m the idiot that’s like, ‘Could I look even worse, please?'” she jokes.

Spy hits theaters June 5.