The Wuthering Heights star, 35, spent her childhood dreaming of taking up the sport after being inspired by 1992 sports movie The Mighty Ducks but there was "no ice" where she grew up in Australia so she had to wait until she moved to America to fulfil her dream.
During an appearance on the SmartLess podcast, she explained: "I haven't [played] for a couple of years but I loved the Mighty Ducks [movie] when I was a kid and I desperately wanted to play ice hockey but I'm from a place called the Gold Coast in Australia and there's no ice.
"So there's no way to play ice hockey so I ended up playing field hockey all through school. When I got to America the first thing I did, I was like: 'I'm going to play ice hockey. I'm here. I've made it in America. I can finally live out this dream'."
Margot admits she'd never really ice skated before but she didn't let it hold her back. She said: "So I joined an ice hockey team and I hadn't ever really ice skated before ... It was so fun ... (It was) well before (the skating training for her movie) I, Tonya.Â
"It would have been really helpful if this came after that but no ... I hadn't really skated before. I had here and there. A few times maybe in my life. I think I just thought: 'I'll just run' and there's so much padding that honestly I'll be fine."
Margot was one of only two girls in the team and she got "picked on" by the other players because they mistook her for a "small dude".
She added: "I played in a co-ed team and there was only one other girl in the team. But you know when you're in all your gear, you can't really tell that you're a girl. I just looked like a very small guy ...
"Yeah so I looked like a small dude on the team and I'd get picked on. They checked me so hard. But yeah it was great ... And then I'd take off the helmet at the end of the game and they'd be like: 'Oh s*** sorry, I didn't know you were a girl'."
When asked if she ever got into any fights on the ice, Margot replied: "No, I was way smaller than everyone."
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