Jessica told the April issue of America's Esquire magazine: "I really struggled. I was ready to move back to my parents' place, ready to get a job at my friend's bar back home and just pack it in."
Jessica considered moving back in with her parents because she needed an employer willing to sponsor her in order to receive a visa to stay in America.
However, the 33-year-old beauty soon landed a role as Megan Draper on popular drama series 'Mad Men' and thinks her careless attitude towards the audition could be what got her the job.
She added: "I had nothing left to lose, I went into the audition thinking, This is it. If you don't like it, that's fine. Nobody else has."
Meanwhile, Jessica insists she has come to terms with some of the harsh criticisms from viewers regarding the distinctive gap in her teeth, and prefers to laugh off cruel jibes.
She joked: "You can't get a lot of s**t stuck in these teeth!"