"I have been every color and now my hair is falling out in clumps," Jones told Grazia at Sundance last week.
"I've been blonde, red with extensions for this film, then blonde, then black, and now blonde again. I'm going to have to shave it off and wear a wig," she added.
The 35-year-old actress appears as a red-headed ex-prostitute bent on revenge in the Sundance film, "Sweetwater."
But Jones thinks blonde is best.
"I like it all colors, it makes you feel different according to what color it is, but I prefer to be blonde. My son recognizes me in photos when I am blonde, he says 'mama,'" Jones said.
"I didn’t get treated differently when I was red-headed, but when I went dark for a few months, I was suddenly invisible. Not just as a celebrity, but to my friends and family. I was like, "Come on you guys, it’s me!"' she added.
Jones isn't the only celebrity to complain of hair loss after frequent dye jobs. In 2011, Lady Gaga, a natural brunette, told People her blonde hair was falling out since she had bleached it so many times.