Scarlett Johansson Says 9-Year-Old Daughter Rose Is ‘Too Scared to Watch an Avengers Movie’ (Exclusive)

“She’s just like, ‘It’s violent.’ I’m like, ‘Oh God,’ ” the actress tells PEOPLE

Avengers - Age Of Ultron - 2015

Scarlett Johansson. PHOTO: JAY MAIDMENT/MARVEL/WALT DISNEY/KOBAL/SHUTTERSTOCK

The Marvel Cinematic Universe has millions of fans worldwide, but Scarlett Johansson’s daughter Rose Dorothy isn’t one of them.

While chatting with PEOPLE for this week’s issue, the Black Widow star, 39, revealed that her daughter Rose, 9, is “too scared” to watch her mom’s Marvel movies.

“She likes that I play Black Widow, but she’s too scared to watch an Avengers movie,” Johansson tells PEOPLE of the child she shares with her ex-husband, French journalist Romain Dauriac.

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Scarlett Johansson and Colin Jost attend the "Asteroid City" red carpet during the 76th annual Cannes film festival

Scarlett Johansson and Colin Jost.MARC PIASECKI/FILMMAGIC

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“She’s just like, ‘It’s violent.’ I’m like, ‘Oh God,’ ” continues Johansson.

However, when it comes to Johansson’s most recent film Fly Me to The Moon Rose is very excited to watch.

“I think she’s excited about the hair and makeup mostly,” the mom of two says. “It’s just so fun… She’s girly.”

Scarlett Johansson’s 2 Kids: All About Rose and Cosmo

The actress is also a mom to son Cosmo, 2, whom she shares with her husband Colin Jost. The comedian, 42, briefly makes a cameo in Johannson’s new film in a hilarious scene midway through the movie.

Johansson says director Greg Berlanti personally requested the Saturday Night Live star for the part.

“[He] was like, ‘Do you think Colin would want to do…?’ Greg and Colin, they have a great rapport and they’re both comedy writers and, I think, they have a little bit of a similar personality in some ways. And so I think he just really was excited to have Colin come and do a cameo. I was like, ‘Yeah, I’m sure if you ask him, I’m not going to ask him,’ ” Johansson says.

Acting together was a treat, she tells PEOPLE: “We don’t get to work together really ever because… I mean, we’ve worked together as he’s written stuff for me for SNL, but we never get to perform together.”

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Kelly Jones (Scarlett Johansson) and Cole Davis (Channing Tatum) in FLY ME TO THE MOON.

Kelly Jones (Scarlett Johansson) and Cole Davis (Channing Tatum).DAN MCFADDEN/SONY

In April, the Saturday Night Live comedian gave an inside look into life with his son when he appeared on an episode of the iHeartPodcast Table for Two with Bruce Bozzi.

“One thing that’s really important with [Cosmo] is I take him swimming a lot whenever I can — like pool or ocean,” Jost shared. “He’s only 2 and he’s a pretty good swimmer actually, like he’s almost independent swimming, which is kinda crazy. He’s a smart guy, too, such a fun kid.”

“I didn’t always love the competitive part of swimming, but I did love being in a pool and I’m very happy around water all the time. And that’s something I’d like to share with him in different ways.”

Fly Me to the Moon is in theaters now.

For more on Scarlett Johansson pick up the new issue of PEOPLE.