The 20-year-old actress was forced to wear a very restrictive outfit while fighting dragons in the new dark fantasy film, and Millie has admitted that the shoot wasn't easy at all.
Speaking to Collider, she explained: "You just have to figure out different ways of breathing ... you don't think like that but like, you have to.
"I had to think of different things to eat for lunch. And different ways to breathe. Because you can't eat anything too heavy, because you have to jump from cave to cave.
"But you also can't eat too heavy because you have to ... you know, maintain a certain shape."
Millie found it tough to move in her outfit - but she accepts that it was necessary for the role.
The Hollywood star said: "Moving around in that is very difficult, but she's got an hourglass shape."
Meanwhile, Millie recently admitted that she "[doesn't] really like working out".
The actress shot a series of action scenes for 'Damsel', but Millie didn't really train in preparation for the role.
Millie - who is perhaps best known for starring in 'Stranger Things', the hit Netflix show - told 'Extra': "I didn't want to be prepared because, like, my character is going through this, too, so I was just, like, 'Why would I prepare and be this muscular, you know, great climber when I want to see mistakes?'
"I fall a lot in the film ... It was all real ... It makes you fall in love and care about the character more."