"It was really important to prove to myself that I could do something different," Murphy, 34, says in the latest issue of PEOPLE. "This character was the most beautiful 180 from Alexis. She is very angry, frustrated, sad and unfashionable. It just checked all the boxes for me and what I was looking for next."
In the dark comedy, out June 20, Murphy plays Allison McRoberts, a fed up housewife struggling to get out of the life she accidentally created - and willing to take drastic action in order to start over.
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While her new role couldn't be any more opposite of Alexis, Murphy says there's one way in which the characters are similar.
'There's a real sense of hope and optimism in both of those characters. Of course, Allison's hope and optimism manifest itself in a very, very different and more aggressive way," says Murphy. "But she, at the end of the day, is looking to make a change in her life, and hoping for something more. So I liked that part of her personality a lot, too."
Axelle/Bauer-Griffin/FilmMagic Annie Murphy
While Murphy adds that none of her Schitt's Creek costars could have imagined what the show would become, there are some parts of fame she's still getting used to - like fans calling her name out in public.
"What's strange is that people are past calling me Alexis and now call me Annie, which is very disconcerting," says Murphy. "My initial reaction is, 'Oh, frig. I forgot. Where did I meet this person? I don't remember their name.' So I have to call them bud, or have to come up with some creative way to get out of the fact that I don't remember who they are."
Kevin Can F*** Himself premieres June 20 on AMC.