The 62-year-old actor starred as Phoebe Buffay in the hit sitcom which followed the lives of six friends played by Kudrow, Jennifer Aniston, Courtney Cox, David Schwimmer, Matt LeBlanc and the late Matthew Perry.
The series ran for 10 seasons, from 1994 until 2004, however, despite its popularity, Kudrow refused to watch it, with the exception of a few screenings with the rest of the cast when the show first came out.
Speaking to her former co-star, Aniston, on Variety's Actors on Actors, Kudrow revealed she watched the show until the early hours of the morning.
"There were whole episodes that I hadn't seen. I just couldn't sit there at home and have anybody walk by seeing me watching a show that I'm in. Because it felt embarrassing to me," she said.
"I have watched it now.
"Loved it with all my heart. I'd end up sitting there for three hours and then it's like two in the morning.
"It made me so happy to watch it."
Kudrow said she loved the Thanksgiving episodes especially the one which guest starred actor Brad Pitt - Aniston's ex-husband.
She later told Aniston: "And man, you're all good. Holy cow! You were really good, Jennifer.
"It's such a ridiculous thing to say to people. Like, of course."
Kudrow, who stars in The Comeback, also said she would love to do another sitcom alongside her co-stars, Aniston and Cox.
Friends won six Emmy awards, including for best comedy series in 2002, with Kudrow picking up the best supporting actress in a comedy series gong in 1998.
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