Kristin Davis Didn't Feel 'Protected' Filming Early Intimate “Sex and the City” Scenes: 'Hid in My Dressing Room' (Exclusive)

"We didn't exactly know what we were doing in terms of the sexuality," says Davis

When it comes to filming intimate scenes during her early Sex and The City days, Kristin Davis admits she didn't feel comfortable right away.

In PEOPLE's latest cover story, the actress, 59, opens up about what it was like to simulate sex without the protection of intimacy coordinators when the hit show premiered in 1998.

She recalls feeling "confused" about the amount of intimate scenes that were scripted and confessed that she didn't think all of them were necessary.

Related: Kristin Davis Is Bringing Main-Character Energy in Her New Podcast Era: ‘Here's a Story I Never Told’ (Exclusive)

She notes that she believed that Sex and The City was a show targeted towards women and thought they would feel "uncomfortable" watching the amount of sex on screen.

"I don't know how the men would feel watching cause I'm not a man. But it would be more for the male gaze than for the female gaze," she says of filming the scenes. "A female gaze — they don't wanna see that."

The actress also confesses that she was "scared" of portraying sex on television and didn't feel comfortable during the early days of the show.

"I did not feel protected," she admits. "I had to hide in my dressing room at the end of the scenario. I had to hide in my dressing room and call my manager in L.A, at two in the morning."

When it came to the level of comfort the cast felt, Davis says Kim Cattrall, who played Samantha Jones, was fearless and could "definitely protect herself." She added that Sarah Jessica Parker, who portrayed Carrie Bradshaw, was the "most protected" but felt the most "uncomfortable" about being nude on camera.

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"Cynthia [Nixon, who played Miranda Hobbes] doesn't care about anything," Davis says. "Like, I remember one thing she filmed with [David] Eigenberg, and I was like, 'Why is he grabbing her breast like that? Why didn't someone tell him to do it?'"

Davis continues, "I was like, 'Tell him to do it more nicely' And she was like, 'What are you talking about?' I was like, 'Who was protecting you there?' She's like, 'No one.'"

In the beginning, Davis reveals that the cast "didn't exactly know what we were doing in terms of the sexuality," how it would be portrayed and from what perspective it would be shot.

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"All of that was kind of vague," she explains. "I also feel like we didn't talk about it as a group in a way that would've been helping and would've happened now. Like, if there'd been intimacy coordinators and all that stuff. There would've been much more discussion now, but there wasn't then."

Thankfully over time, Davis says that the sex scenes "became much more our gaze as it should be" and more about "us being comfortable."

Davis, who is most known for her supporting roles on TV over the years, is stepping into her Carrie era with her new podcast, Are You a Charlotte?, where she revisits SATC episode by episode.

She promises more stories about filming tricky intimate scenes and will dive into a cultural reexamination of the series. “The themes that the show brought up are still so relevant today,” she says.

Nixon for one, is thrilled for Davis. “It’s wonderful to see her in charge of this new world that she’s creating,” her costar says. “It’s part of her growing into herself and all her powers.”