In an interview with The Irish Sun on Sunday, Blunt said that Roscommon man O'Dowd had "ruined" her.
"I never used to giggle [on set] that much until I worked with Chris and since then, I'm awful," she said.
"I get these periodical bouts of laughter and I did that a lot on Gulliver's Travels. And it's happened constantly since then."
Blunt said she found it "near impossible" to get through a full scene with O'Dowd because he was so funny.
"I think it was fun for him to see how far he could go before I just broke down," she recalled. "And now, I think subconsciously, I do it too. I want to make whoever I'm working with laugh. It's a fun little game I picked up.
"And with a film like The Girl on the Train, you have to have fun during takes because the story is so dark."