The 'Mad Men' beauty regularly used to get rejected for film roles because people didn't think she looked right and she found it hard to get offered roles due to her distinctive hair colour.
The 37-year-old star said: "I've been to a million auditions and have been rejected a million times, so it's something that I'm used to. You're either right for it or you're not right for it.
"You could leave thinking you had the best audition in the world and they say you don't look like the person I imagined. It has nothing to do with your talent.
"Someone could have just broken up with a redhead the other day and not want to hire me."
Although Christina has achieved international fame thanks to her role as femme fatale Joan Harris in advertising drama 'Mad Men', she doesn't think of herself as being famous and says she can get away with leading a normal life.
She explained to Flare magazine: "I'm not out doing crazy things! I'm just not that famous, to be honest. I get to live a very normal life. I don't have a situation like Jennifer Aniston, where I have people camped outside my house.
"I can take the garbage out and walk down the street and have ramen (Japanese noodle dish) and it's fine."