Alex Zalben/MTV News

Lena Dunham Tells Us The Key Difference Between Her And 'A Zombie Slayer'

No action figure.

With reporting by Josh Horowitz

Lena Dunham has a burgeoning media empire, with her own TV show ("Girls,") a book ("Not That Kind of Girl"), a documentary she produced debuting at Sundance Film Festival (HBO's "It's Me, Hilary: The Man Who Drew Eloise") and more. Here's one thing she doesn't have: her own action figure.

While shooting her new movie "Sky" with "Walking Dead" star Norman Reedus, Dunham got called out when the crossbow wielding Daryl Dixon didn't understand why Hannah Horvath from "Girls" wasn't stocked up in toy aisles everywhere.

"'The Walking Dead' is like the most famous TV show in the world and people are insane about it, and he was like, 'do you guys have a lot of merchandise? Do you have like, action figures?'" Dunham said. "I was like, 'no, we don't have action figures! You have an action figure because you're a zombie slayer! I don't have an action figure, I'm just a fat girl with a TV show!'"

And she doesn't want one, either. The "Girls" merchandise she most enjoys, in fact, doesn't even benefit her directly. If you want to see what tie-in she's most interested in, well, get ye to Etsy and search "girls."

Watch the interview clip above to find out more, and to hear Dunham's thoughts on ruining your favorite coffee shop.

HBO's "It's Me, Hilary: The Man Who Drew Eloise" is currently playing at the Sundance Film Festival.