The 35-year-old actor - who made her name playing Tina McIntyre in the soap between 2008 and 2014 - has gone on to star in Our Girl, Brassic and will next appear in 1950s drama Ten Pound Poms.
But Keegan told the Radio Times: "Don't get me wrong, I'm very lucky with the roles I've chosen but there have been brilliant scripts which are very similar to something I've just done.
"You think, 'This would be great at another time but let's try and change it up a little bit.' It's hard to say no, though."
The lads mag pin-up - who is married to TOWIE star turned TV presenter Mark Wright - had her big break as confident, tom boy barmaid Tina in the ITV soap. And she confessed it was 'terrifying' to risk her career by quitting the role and trying other acting avenues.
She said: "It was terrifying. I never in my wildest dreams thought I'd get Corrie so I went along to that audition with the mindset that it would just be good experience.
"Then, after seven years, to go back into the big wide world again was scary. A soap is so safe."
Keegan added: "I always said to myself, 'If I don't get a job after this, at least I've had a good run: not many people can say they've had this career for six and a half years."
"The decision to leave was always a risk but it was the right thing for me at the time, so I'd never have regretted it. If it hadn't worked out, I'd have done something to do with dogs – that's my happy place."
In BBC drama Ten Pound Poms Keegan was filmed in Australia an stars Keegan as nurse Kate.
Keegan and Wright married in 2015 and live together in Essex.
Watch: Michelle Keegan reveals how she keeps her abs in shape