January Jones was more scared riding a horse than learning to use a gun.

The actress plays a former prostitute living in the brutal plains of Mexico in the 1800s in her new movie Sweetwater.

The star says she was confident using weapons in the violent western as a result of her early start getting to grips with shotguns.

"My Dad actually taught me to use rifles and shotguns when I was a child, so I already knew how to operate one," January told Grazia Daily. "It’s always exhilarating and almost powerful to hold one, but frightening too. To be honest though, I was more scared learning how to horse ride."

The naturally blonde beauty spoke while promoting her film at the Sundance Film Festival. January discussed the trials of filming her part in the movie, which required her to dye her hair red.

"I have been every colour and now my hair is falling out in clumps," January panicked. "I’ve been blonde, red with extensions for this film, then blonde, then black, and now blonde again since last week. I’m going to have to shave it off and wear a wig."

January admitted that while she likes every shade she’s sported in the past, other people have reacted differently to her colour changes.

"I like it all colours, it makes you feel different according to what colour it is, but I prefer to be blonde. My son recognises me in photos when I am blonde, he says, ‘Mama,’" she smiled.

"I didn’t get treated differently when I was red-headed, but when I went dark for a few months, I was suddenly invisible. Not just as a celebrity, but to my friends and family. I was like, ‘Come on you guys; it’s me!’”

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