How did you spend your summer vacation? Were you fortunate enough to go sightseeing in Europe? Or were you on the run from a nefarious network of undercover evildoers who felt you were constantly getting in the way of their attempts to subvert the global order?

If you are Kate McKinnon and Mila Kunis, you got to do a little of both: Together, they star in “The Spy Who Dumped Me,” an action comedy from Lionsgate that opens Friday. The film, directed by Susanna Fogel, casts Ms. McKinnon (of “Saturday Night Live”) and Ms. Kunis (the “Bad Moms” series) as roommates thrust into a world of danger when they discover Ms. Kunis’s ex-boyfriend (played by Justin Theroux) is a secret agent.

“The Spy Who Dumped Me” is the first project on which Ms. Kunis and Ms. McKinnon have worked together, and a rare film in this or any other season where two women get to be the leads instead of someone’s girlfriend or assistant. The two actors recently got together to discuss the making of the movie, how they bonded and how to ensure that more films like it get made. These are edited excerpts from that conversation.

What got the two of you interested in making this movie?

KATE McKINNON I wanted to do a buddy-comedy action movie. I thought that the humor in this was extremely grounded. And also, it shot in Europe. When I found out that Mila wanted to do it as well, I felt very intimidated, because Mila’s Mila.

MILA KUNIS I do one film a year, at most, because of scheduling with kids and [her husband Ashton Kutcher’s] work. I originally got the script and I was like, I don’t have time for it. Then it came back around and they’re like, Kate McKinnon’s in it. I was like, Hmmmm. Interesting. I did have to talk to my husband and be like, listen, I’d have to uproot the family for six months — because it was back to back with “A Bad Moms Christmas” — and he was like, You need to do this! We took the whole family and uprooted to Budapest.

How did you learn to open up to each other?

KUNIS All films, unless you are by yourself on an island with a soccer ball, you’re constantly being like, Well, I hope the other person and I vibe. I think I like you? Do you like me?

McKINNON I found, on meeting Mila, that I respect your values so much. You value modesty and hard work, in a very real way that I have not encountered.

KUNIS Thank you, love. And we both liked “The Bachelor.” That was the earliest memory that I have of something that we both bonded over.

McKINNON Yessssss.

KUNIS You look at her work and the characters she plays, and I was like, Kate is going to be super highbrow.

McKINNON You thought that? Oh my God. That’s really funny.

Kate, what did you discover about Mila that surprised you?

McKINNON The thing that I truly gasped at: When Mila was on “That ’70s Show,” her mom worked at a Rite Aid. Mila, after filming “That ’70s Show,” would have to go there and work there.

KUNIS Ugh, yeah. Until I got my driver’s license. Sometimes I would unpack boxes. I would walk around the aisles and put things in order. My mom would be like, “Go behind the ice-cream counter and help out.”

McKINNON I just imagine people going in there, being like, “Is that Jackie?”

For all the action comedies that feature male leads, there seem to be very few that women get to star in. Has that been your experience?

KUNIS I tried to put a movie like this together three years or four years ago. It was a spy comedy with two women. Eight out of the 10 studios passed. They were like, “It’s a two-hander with females. No one’s going to see that.” People were like, “We’ll make this movie — flip one of the characters to a guy.” We’re like, no, no, we want it to be the two of us. People were very timid on a film that didn’t have a male name above the title.

How do you change these attitudes?

KUNIS People have to go and see those movies. I think it’s hard to ask a board to green-light movies that people aren’t seeing. With “Bad Moms,” they were like, “We’ll see what happens. It cost us $2 to make — if it fails, nobody will know.” And then it broke $100 million and they were like, “We always knew it!” And we sat there like, “Did you really? I don’t think so.” Male films can fail, and those are excused. But if one female film fails, it affects the entire genre of female movies. The fact that I’m even calling female films a genre is messed up, anyway. But unfortunately, it is the truth.

Kate, what do you look for in your film roles?

McKINNON I love a character who’s trying to change something in the world or prove herself, and not about getting into a relationship. It’s important to show women just out there, trying to accomplish something. At “Saturday Night Live,” there’s a lot of honing individual jokes throughout the week, and rewriting up until the moment we’re performing it. This was a mixture of honing jokes and playing the reality of these circumstances. You know, like, emotional acting stuff. [To Mila] Do I sound stupid? Do I sound crazy? [They put their heads on each other’s shoulders.]

KUNIS I love you so much. How are your hands always so nice and cold?

McKINNON I have such poor circulation.

KUNIS I love it.

You got to work on this film with Gillian Anderson. Kate is an avowed, unapologetic fan. Did you have any influence on getting her into the movie?

McKINNON It was a coincidence — I did not request her. I am only professional. No selfies.

KUNIS I would have taken a selfie and spliced it with a photo of me as Gillian Anderson when I was 9.

McKINNON I did dress as Special Agent Dana Scully for Halloween when I was 12. I was cleaning out my mother’s garage the other week with her, and found a box of 30 “X-Files” VHS tapes, posters and trading cards. All the magazines that came out that year.

How did you keep your emotions in check around her?

McKINNON I have a similar feeling every time I step on the “S.N.L.” stage, because that was my other obsession from that time in my life. To meet that person or to perform in that space, I feel like my universe is being torn open, a lot. My life’s become very strange.

KUNIS You’ve peaked, Kate McKinnon. You’ve met Gillian Anderson. You’ve done “S.N.L.” What are you going to do from now on? Nothing.

McKINNON I’m going to start making furniture. I feel like that’s the next frontier.
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