The actress, who has received a nomination for best actress for her performance in Zero Dark Thirty, admitted she hasn't prepared her speech yet in case she wins after being taken aback at the Golden Globes, where she won a gong.
"I know I have to be very clear about what I'm thinking. Even at the Golden Globes, I was so shocked by it," she said.
"I watched it back and whenever they announced all the other nominees, they were on a close-up but with me, it was me with seven people in front of me. I thought, 'There's no way I'm winning because the camera can't even get to me'."
She added: "It was just a crazy shock. When you go through an experience like that, you forget everything. You forget your name even, so I have to have a very clear idea in my head of who I am going to thank."
Jessica revealed that director Kathryn Bigelow told her the news about her Oscar nod.
"I was actually on an airplane flying from New York to LA, and thought I'd be safe from the whole craziness because we would be on an airplane," she said.
"I went to sleep, and when I woke up, I looked around and thought I hadn't been nominated... and then Kathryn Bigelow came over and told me I had been nominated."
She joked: "I had a moment when I wanted to scream, and then I thought I might get tackled by an air marshal. I contained it, it was an inside scream."
:: Zero Dark Thirty opens in cinemas on January 25.