January Jones has revealed she had therapy sessions.

The 33-year-old actress - who is currently pregnant with her first child - sought professional help to ensure she was still a "grounded" person after her career began to take off, but terminated the expensive sessions because she failed to see how they were helping her.

She said: "I was travelling so much, and I just needed to make sure I was grounded and had someone to talk to. She talked more than I did, which was hilarious and great and fun. I really like her. It was like having a girlfriend. But I'm not going to give her $300 an hour to have the same conversation I could have with my girlfriend."

The 'Mad Men' actress - who has so far refused to disclose who the father of her baby is - also admitted it is difficult dating other people in the acting industry.

She told the new issue of Allure magazine: "It's like, I'm sorry, I need to go away for three months and kiss other men while you stay here."

January also admitted she isn't always careful with her diet because she feels she "deserves" to indulge in her favourite calorific treats.

She said: "I'll stop at McDonald's and get a strawberry shake and fries and not feel guilty at all, because I deserve it."