Financier Madoff was arrested in December, 2008 amid accusations he siphoned billions of dollars from his wealthy clients to fund his lavish lifestyle, and he is currently serving a 150-year prison term for his crimes.
John Malkovich, Steven Spielberg and Sedgwick's husband Kevin Bacon were among the top names burned by the scandal, but in an interview on CNN show Piers Morgan Tonight, The Closer star admits she has adopted a rational approach to the whole situation.
She tells host Piers Morgan, "I see him (Madoff) as a sick man. And I see us as adults who made a choice. And I see a lot of people who are so much worse off than we are, and I think that s**t happens."
And when asked whether she would shoot Madoff dead given the chance, Sedgwick replies, "He has a horrible life at this point. I think you (the media) hate him more than we do."
The interview will air in the U.S. on Friday night (06Jul12).