The 48-year-old actress and the 'Bridesmaids' star met when they were both cast in the upcoming comedy 'The Heat' and have developed a budding friendship since Sandra and her three-year-old son, Louis, started hanging out with Melissa, 42, and her two daughters, Vivian, six, and Georgette, three, over the past few months.
Speaking to Parade magazine, Sandra said: "Having kids connected us on a deeper level."
Both stars have busy schedules trying to juggle motherhood and their acting careers and although they know they have to work to provide for their children, they are still struck with guilt for leaving them when they take on a new project.
Melissa explained: "It plagues me. I feel intensely guilty for working. You have to be able to provide for your kids. But I feel like it's a weird modern phenomenon that you always feel guilty for it."
Sandra added: "I don't know if I feel like a bad mom, but at the end of the day I'm always plagued with did I do enough? Should I go in a different direction? But I also know that my entire life revolves around Louis."
The duo have also found common ground renovating houses and have become "obsessed" with construction.
Sandra said: "We're kindred spirits in that world. If we had a beer den with Barcaloungers - but our version of that - it'd be great.