The actress, 21, plays heroine Tris in Divergent, the first movie based on Veronica Roth's bestselling young-adult series.
"I have never done an action-type film," says Woodley, known for starring in the ABC Family series The Secret Life of the American Teenager and playing George Clooney's daughter in the Oscar-nominated movie The Descendants. "So it's really exciting to jump into this."
In this exclusive photo from the Chicago set, Woodley dangles from an L train structure. "I'm such a physical, active person," Woodley told PEOPLE during a visit to the set. "So to be able to incorporate that with legit fight training and climbing up and down Ferris wheels, I'm so lucky."
Divergent, scheduled to hit theaters next March 21, is set in a grim, future Chicago. Society is divided into five different factions, each devoted to a specific virtue: Abnegation (the selfless), Candor (the honest), Amity (the peaceful), Erudite (the intelligent) and Dauntless (the brave).
At age 16, children take a test to determine their final placement. Woodley's character chooses the Dauntless faction and much like Tris, the actress wasn't afraid to go for it.
"I wish they would let me do more stunts," Woodley says. "I think it's really fun!"