The actress was daunted by the calibre of some of other stars of the TV show at first, but was relieved with the way things quickly clicked between them.
She told website The Huffington Post: "I was intimidated all right. I'm sorry, Marcia Gay-Harden [Diane Buckley]? Oscar winner. Bradley Whitford [Pete Harrison]? Emmy winner. Michaela Watkins [Jackie Harrison]? improv extraordinaire. I'm the weakest.
"There's always that nervousness of putting together a cast and not knowing if someone's going to be a diva. But, the very first day we just clicked. It was incredible. It was one of those things, this was one that I really hoped would work because it's such a great group of people."
The new series of 'Trophy Wife' starts in the US this week, but comes at an emotional time for Malin, 35, as it emerged last week she has parted ways with her husband, Roberto Zincone - with whom she has seven-month-old son, Sebastian - after six years of marriage, but they hope to remain friends.
A source said: "It's as amicable as can be, and they want to do what's best for their son."