The 45-year-old comedian stars as a war correspondent in Afghanistan in her new film, Whiskey Tango Foxtrot, and it's a role that holds personal significance for her.
She said the film paid tribute to her father Donald, a war veteran and journalist.
"My dad served in Korea. He was a code-breaker in Korea. So he didn't see active duty, but he was real smart," Fey said on Wednesday at a New York Times TimesTalk. "He went to the Temple University School of Journalism after he got back."
She echoed her statements while appearing on The Tonight Show on Wednesday night, noting that her father wrote for BusinessWeek.
"I think he would have liked this movie – I'm kind of relieved he doesn't have to see me, like, have sex with Martin Freeman," she told host Jimmy Fallon. "So we dedicated the movie to him."
Fey's father died of heart failure last October at age 82.
At the TimesTalk, she also said that her family created a scholarship at Temple in her father's memory.
"It's a very specific scholarship, which I think is okay. It's specifically for returning vets who might want to study journalism," she said.
"I think we've raised over $100,000 so far for it to be an ongoing scholarship," she added.