And this point in her career, Lily Rabe has an epic list of on-screen accomplishments including being a key cast member on America Horror Story, starring alongside Nicole Kidman in HBO’s The Undoing and having a recurring role in Barry Jenkins’ upcoming historical drama, The Underground Railroad. On top of all of that? Rabe is headlining a brand new series hitting Amazon on Friday, February 19th called Tell Me Your Secrets.

But all of that good doesn’t mean there weren’t bumps in the road along the way. While appearing on Collider Ladies Night in celebration of Tell Me Your Secrets’ big debut, Rabe took a moment to look back on the lessons learned from one especially big disappointment. After scoring a role in a red hot HBO project, David Milch’s Last of the Ninth, the show failed to get a series order. Rabe began:

“I was gutted. That was such a remarkable experience because working with David Milch, to this day, is something that I will always treasure. It was so amazing and sort of formative and life changing to work with him.”

After the success of Deadwood on HBO, Last of the Ninth seemed to be as close to a sure thing as you can get when it comes to launching a new series. Here’s how Rabe described the high hopes on set while filming the pilot:

“It was one of those things, as we were shooting it, there was never an, ‘If this gets picked up;’ there was just, ‘It’s HBO, it’s David Milch … when we go to [series] this is gonna happen.’ I don’t know that I’d ever done a pilot - you may know better than me [laughs] - but I don’t think I’d ever done a pilot honestly. I think that may have been my first pilot so I didn’t have any kind of cynicism of, ‘Well, there’s a chance that this won’t.’ I was just like, ‘Oh yes, and then this will happen and this will happen.’”

On top of that, Rabe was mighty excited to sink her teeth into an especially juicy role. Back in 2008, Milch explained that Last of the Ninth focused on a seasoned detective mentoring a young detective just back from Vietnam. They work in a department “fiscally crippled, under attack by revolutionaries, and which has been brought by allegations of systemic corruption into public disrepute.” Here’s where Rabe’s character fit in the mix:

“It was such an incredible part. It took place in the 70s and I played this plain clothes narcotics officer based on two real women combined into one. I was running around going undercover with Milch. It was like an unbelievably great experience. And Ray Winstone. It was amazing and I loved the part and knowing where she was gonna go.”

But of course, Rabe never got the chance to see that arc through on screen. She recalled getting the call from Milch himself while on vacation:

“So I remember I was on vacation and I couldn’t really afford - I remember [I was like], ‘When this show goes to series …’ [Laughs] And so, we had taken this vacation - a different boyfriend at the time - and we were there and I remember getting David’s phone call and he was apologizing and he sounded so heartbroken and so shocked.”

While it is vital to pull yourself back together and forge forward after such a setback, Rabe admitted that the disappointment was real and it hurt:

“Of course you rally, but it was an absolute heartbreak and a real shock. And it unfortunately made me a bit more cynical about, until anything is a sure thing it’s really not. And even now, even when I get a job and it’s happening, it’s really not until I’m driving to set on the first day that I drop my shoulders and trust that something isn’t gonna happen, and the financing, or the thing isn’t gonna fall apart. So it was probably a good lesson in that way, but it was definitely a hard one and also because I never got to really play that part. I just got to play her for a second and I would have loved to play her.”

While it is unfortunate that things panned out this way for Last of the Ninth, clearly it didn’t slow Rabe down in the least. If you’d like to hear about her lengthy run on American Horror Story, her many stage achievement and her experience starring opposite Amy Brenneman and Hamish Linklater in Tell Me Your Secrets, keep an eye out for Rabe’s full Collider Ladies Night conversation dropping this weekend.