The Inverness-born star also revealed that she had to audition for the part of Amy in both an English and Scottish accent.
She said: "After I was cast, they still weren't sure if Amy was going to be English or Scottish and we just decided that she could be Scottish.
"But it was really nice to be able to do it in my own accent because it's obviously something I feel more comfortable doing. I really think it suits her."
The Sunday Mail revealed last month that Connolly had been targeted to become the eighth Doctor - a part that eventually went to Paul McGann.
And, as all self-respecting Doctor Who geeks know, Nessie has featured before.
The fourth Doctor, Tom Baker, fought off the Zygons, who were trying to use the monster to help them take over the world in 1975.
Expert Alex Westthorp, of the Den of Geek website, said: "The storyline was good but the special effects department seriously let them down.
"Nessie looked more like something knocked up on Blue Peter than a proper scary monster."
Meanwhile Karen, who won a coveted Sunday Mail Young Scot award last month, has pledged that she will not exploit her sexy image by posing for lads' mags.
She has worked as a model in the past but said: "I've kind of laid that to rest for the moment. It's something I did to support my acting, really, and now that I don't have to do it, I 'm just concentrating on this.
"But it was fun, I really enjoyed it, and maybe in the future I'd like to go back to it at some point.
"Probably not in things like FHM - rest assured."
Karen, who claims she is normally a couch potato, believes filming has kept her in shape.
She said: "We spend a lot of time running in Doctor Who.
"I have been in pain after some of the running days that we've done and the work-outs I've been given. But it's good because I want to get fit.
"A lot of stuff involves 'a bit of strength', which I don't have. So that was quite challenging."
Karen yesterday revealed a US female fan proposed to her.
In a Radio 1 interview with Vernon Kay, she said: "I was in America and got proposed to by a girl. That was quite strange.
"I said, 'I think its a bit soon.' I just tried to make a terrible joke and then I moved away.
"Also someone asked me if I am a chubby chaser, or something like that. I didn't know what that was, and then he invited me for sushi."