Jones isn't on camera in any of the scenes, although her character, Betty Draper, is a major factor in the plot for the first episode of 2012, which airs Sunday.
"I wasn't hurt at all," Jones told The Hollywood Reporter. "It was organized that way."
Jones gave birth to son Xander in September as shooting resumed for "Mad Men." She and creator Matthew Weiner worked out some scenes she could film while still expecting, but was otherwise off the set until Xander was seven weeks old.
"Eight months pregnant, you're fatigued and emotional and I just sort of tried to channel that into the character," Jones said.
The Reporter said the upcoming season will see Betty continue to evolve as she navigates the 1960s, although she will remain something of a handful.
"Each season has felt almost like a different character, just in her growth -- which is a good thing," Jones said. "I think that she's just really trying to grow but her emotional immaturity is at a level where it's not possible ... for her to really feel content, ever."