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As actors, Peter Facinelli and Jaimie Alexander have braved challenges of all kinds on the big screen, but Alexander says the one that scares her is the test of love.

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The Nurse Jackie co-stars went from friends to lovers after Facinelli's split from Jennie Garth. On Thursday night, Alexander opened up about their relationship to People.

"It's very new to me and it's scary," Alexander said at the Tommy Hilfiger and GQ "Men of New York" event at Hilfiger's 5th Avenue flagship in New York. "But it's also something we don't want to give up on because I know how it makes me feel in my heart, ... It makes me feel really good. He's a good guy with a great family and I couldn't be any luckier."

Alexander went on to explain how their romance came to be, saying, "We've been friends forever and had a lot of mutual friends and we reconnected in the middle of the year. It was one of those things where I'd been single for a very long time and he was going through a lot. We sort of bonded."

Before working together on Nurse Jackie, the couple played opposite each other in Facinelli's crime drama, Loosies, which he also wrote.