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Chloe Sevigny made a name for herself in HBO’s “Big Love” and is busy these days with “American Horror Story: Hotel.” But when she’s not on the small screen, fans may find it hard to catch a glimpse of the actress.

“I think I’m a pretty private person. I’ve always kept my head pretty low,” she told FOX411 at FX’s TCA press event. “I haven’t really embraced celebrity, which maybe is why some people are confused by me. I have my close friends and I do my work for them and myself and my family and for the people I love and try to keep things more to myself.”

She said her work on “American Horror Story: Hotel” is very different that her past big TV role.

“’Big love’ was obviously five seasons of playing the same character where you have the same problems, and the creator kept reminding me that in life you deal with the same problems over and over,” she shared. “[‘AHS’] is kind of more fun because you get to come in and do something different and “Big Love,” I love, and I love that character so much but over five years sometimes it poses different challenges.”

“American Horror Story: Hotel” also stars Kathy Bates, Angela Bassett and Matt Bomber. This season, Lady Gaga will appear on the show as well.

“Her character’s name is Elizabeth,” creator Ryan Murphy dished. “She owns the hotel, and she is sort of a very wealthy social doyenne who is consumed with art and fashion and people and she has a nefarious plan that is revealed in the first episode and plays out over the course of the season.”

“American Horror Story: Hotel” premieres October 7 on FX.