"I dropped my gown, which I don't do," the Hall Pass star, 39, says in an interview airing Tuesday on The Ellen DeGeneres Show. "This part of my body [her chest] is very private to me ... that's a real private place. A place that I don't have a good relationship with, let's say. But at that moment of pulling her out, I just tore that [gown] off."
It was a sign of just how open she was to her new daughter. "There's a room full of people that I don't know. Nurses and doctors," says Applegate – this week's PEOPLE cover girl, along with Sadie. "And she and I just lay there. It was the best thing that's ever happened to me."
The actress and her fiancé, musician Martyn LeNoble, welcomed Sadie Grace LeNoble on Jan. 27 in Los Angeles – after a pretty long labor.
"It was about 18 hours," Applegate says. "I had my plan. Plans are a big joke, you know."
She had an epidural, but didn't take to it well, and ended up feeling most of the pain. And how hard was it?
"It was profound," she says. "It was profound pain."