Michelle Pfeiffer doubts her comedic skills — even after starring in movies like Married to the Mob and Hairspray.

In a joint interview with her Oh. What. Fun. costar Denis Leary, the three-time Oscar nominee, 67, tells PEOPLE she was “nervous” to sign on to The Big Sick director Michael Showalter’s wacky Christmas comedy. 

“You’re in good hands with him no matter what he does, but if you’re going to do comedy and a little bit of a screwball comedy, you couldn’t be in better hands,” says Pfeiffer.

“And so, I was a little nervous because it was zany, and I also don’t ever think that I’m funny, so when I committed to do it, I remember saying to Michael, ‘Okay, I’m going to do this, but you better make me funny.’”

“So that was our running joke throughout filming, but I’m so glad I did it and some of those things,” she continues.

In Oh. What. Fun. Pfeiffer plays a Christmas-loving (and under-appreciated) mom Claire Clauster who’s preparing to host the perfect holiday for her husband Nick (Leary), their three adult children (Felicity Jones, Chloë Grace Mortez and Dominic Sessa) and their significant others. When they forget about her one afternoon and leave Claire behind at home, she takes off on her own adventure.

During one scene, Claire — in a desperate attempt to one-up a neighbor (Joan Chen), who gifted her a three-wick candle — shoplifts from Crate & Barrel and is chased through the mall and parking lot by an army of security guards.

“It is weirdly grounded in reality, and these are all things that could potentially happen. It pushes the limits, mind you,” adds Pfeiffer.

She says that as she continued to film, she got more confident in her comedy chops. “For me as an actor, the more I trust my director, the more I’ll go out on a limb,” she says. “And that’s a wonderful, wonderful way to work because you discover things — and not all of it’s going to be good. There were a couple of things that I actually really loved and they didn’t end up in the movie: I get tackled by a security guard and stuff.”

Leary, 68, thinks Pfeiffer isn’t giving herself enough credit in terms of her comedy skills. 

“She’s been so funny so many times. Even in dramas, her characters have had really funny moments, so I always felt like she was funny and has been funny,” he says. “Married to the Mob. There’s so many!”

“I felt like from the moment we started rolling, I was like, ‘The character’s so f—— funny,’” he adds. “It’s like the stuff that’s written is funny, but the stuff that she’s bringing is really funny. And the rest of the cast, we spent a lot of the time laughing on set.”

Pfeiffer earned rave reviews and a Golden Globe nomination for best actress in a musical or comedy for her performance in the 1988 movie Married to the Mob. She also stole scenes in the 2007 film version of the musical Hairspray, in which she starred as former beauty queen Velma Von Tussle, who sings “(The Legend of) Miss Baltimore Crabs.”

Though Pfeiffer and Leary have both been in Hollywood for decades, they never met until the table read of Oh. What. Fun.

“I was doing the scene with Felicity, the end scene, and I just got a little emotional,” remembers Pfeiffer. “Then we went on with the read and I’m sniffling, and Denis got up in the middle of it and brought me a tissue. And I thought that was so kind. He’s a softie.”

Oh. What. Fun. streams on Prime Video on Wednesday, Dec. 3.