The former Friends actress had been tipped to earn a 'Best Actress' nod at the 87th annual Academy Awards for her role as a chronic pain sufferer in Cake.
But, sadly, she was missed off the list during yesterday's announcement.
Jen told Access Hollywood: "I'd be lying if I said there wasn't a little 'aw'."
However, she went on to say she couldn't feel sad or disappointed when she looked at the incredible success Cake has achieved.
"We're an embarrassment of wonderful riches for a movie that hasn't even been released, a teensy tiny movie. This is all just cherries on top of something really special to us."
Although Jen, 45, skipped an Oscar nod, she did get nominations at the Golden Globe Awards, Screen Actors' Guild Awards and Critics' Choice Awards.
She's won critical applause for her portrayal of Claire Bennett, a grieving woman suffering chronic pain who becomes fascinated by the suicide of a young girl in her pain support group.
Jen told E! News this week that she'd be sleeping throughout the Oscar nominations, saying she wouldn't "torture" herself by waking up early for the 5.30am LA time announcement.
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