By Lisa Respers France, CNN

(CNN) -- Cynthia Nixon took her gubernatorial aspirations to "The Wendy Williams Show."

The former "Sex and the City" star gave her first sit-down interview to the talk show host in a chat that was filmed Tuesday and set to air Wednesday.

Nixon recently announced her candidacy for governor of New York. She is set to challenge Gov. Andrew Cuomo in the state's Democratic primary in September.

The activist talked to Williams about her love for New York and said the election of President Donald Trump "was a real wake-up call" for women across the country.

"If we don't like the direction our government is going in, we have to step up and get involved like never before," Nixon said. "That's what I'm doing."

Nixon has gotten endorsements from some major celebs, including her former "Sex and the City" co-stars.

The actress addressed the chatter about her being a star entering politics.

"People talk a lot to me about being a celebrity entering this race," she said. "But I have to say when Andrew Cuomo ran eight years ago he was a celebrity because he was the son of Mario Cuomo."

Nixon hinted as to why she chose Williams to talk to as the pair discussed the candidate's need for support among African-American women.

"They are the cornerstone, the backbone of the Democratic Party," Nixon said. "We need to let them lead."

She also talked about some of her political views, including the legalization of marijuana, her support of the Black Lives Matter movement and gun control.

"We have good gun laws here, but we just passed a budget ... we did almost nothing to amend our gun laws," Nixon said. "We have such an appetite now, that's why I'm running. There's such an appetite for real progressive change in New York state."