Jessica McNamee, who stars on USA Network's Sirens, tells Us Weekly about rocking "fabulous hair" as a female cop, indulging in deep dish pizza during the show's Chicago shoots, and hitting dive bars with Denis Leary Credit: Lisa Maree Williams/Getty

Jessica McNamee kicks serious butt in her latest role as a crime-fighting cop -- with fabulous hair! -- on USA Network's Sirens. The Australian stunner, 27, tells Us Weekly all about filming the series in Chicago with Denis Leary, Michael Mosley, Kevin Bigely and Kevin Daniels (read: lots of laughs on and off set!)

US: You play a cop on this EMT comedy. How physical is your role?

Jessica McNamee: I stay in shape generally, so it wasn't that I had to do actual combat training or anything, but there's some running around. It was tough.

US: How's the uniform?

JM: Well, they tailored it nicely, but those belts are heavy. Usually, I'm prancing around in high heels so it's nice to actually be comfortable. [I was told] because female cops sometimes feel like they're weighed down by their uniforms, a lot of them tend to have fabulous hair or fabulous fingernails - -something that allows them to feel a little bit more girly. So I do always have that now!

US: Denis Leary is the executive producer on this show. What is it like working with him?

JM: He’s really good fun. He’s just a really intelligent, funny, lovely guy, very All-American. He's such an icon!

US: Any similarities between Sirens and his former smash, Rescue Me?

JM: This show still has a notch of that, in that it's kind of blue collar. Obviously, they’re firefighters. It’s got a similar flair to it. Bob Fisher who wrote Wedding Crashers is writing. Bob is a bit lighter and certainly Denis, I think, has got the kind of grittier, darker sense of humor.

US: Did you and the guys hang out in Chicago off set?

JM: We were all living in the same block of units. Denis actually is a dive bar kind of guy.

US: Did you have good Chicago pizza?

JM: Yes! Deep dish is amazing. Although I think it's risky, living there for a long time in Chicago. The food is so good and heavy.

US: You finished filming in the fall. Do you guys get together back in LA and watch the show?

JM: Yes! I actually just got a brand new place and had the guys over. I made spaghetti bolognese and we watched it. They're all boys; they eat! It was all gone by the end.

US: What's next for you?

JM: I just got back from shooting a show back home in Australia called The Time of Our Lives. Now, it’s just waiting to see when we go to second season. 

Sirens airs Thursdays at 10/9c on the USA Network.