Gillan, who revealed at the recent Comic-Con that she went bald for the role, tweeted that's she's all done.
"And that's a wrap on Nebula in Guardians of the galaxy!!" she said.
Director James Gunn then added, "Clint Eastwood onscreen, Hello Kitty off: You will be missed!"
Gillan plays the villain Nebula in the movie, recently described as looking amazing, and an ally to Lee Pace's Ronan, both working for Thanos, with Nebula having an interesting relationship with Zoe Saldana's Gamora, as well.
"Nebula is the villain of the film," Gillan offered about her role at Comic-Con. "She is an employee of Thanos, and she has a very interesting and complex relationship to the lead female of the film, Gamora."
The "Guardians of the Galaxy movie" has an August 1, 2014 release directed by James Gunn and starring Chris Pratt as Peter Quill Star-Lord, Dave Bautista as Drax The Destroyer and Zoe Saldana as Gamora, Benicio Del Toro as The Collector, Michael Rooker as Yondu, Karen Gillan as Nebula, Lee Pace as Ronan, Djimon Hounsu as Korath the Pursuer, with John C. Reilly as Rhomann Dey, Glen Close as Nova Prime, and Bradley Cooper as the voice of Rocket Raccoon.
For news, images and more head on over to the Cosmic Book News Guardians of the Galaxy Movie Hub.
Guardians of the Galaxy, based on the Marvel comic books of the same name, features an unlikely cast of characters who must team up in order to defeat a cosmic force of epic proportions.