The woman was one of several victims invited to the set of The Reckoning, the BBC drama that will look at the sex offender’s life.
She watched Alan Partridge star Coogan shoot a scene and told Deadline: “Oh my God, [he was] creepy, weird, awful, disgusting.
“The voice was the thing that gave me a proper shock, I’ve got to be honest, and I don’t get shocked by much anymore because I try my hardest not to.
“But that was difficult.”
A male victim of Savile’s told the publication of the drama: “If it’s going to stick another nail in him, then bloody good job.”
Last year, Coogan admitted he wasn't surprised about the "antipathy" over him playing Savile but said he believe it would "justify itself".
He told the Evening Standard he felt it needed to be looked at "to make sure it doesn’t happen again".
Savile was well known for hosting BBC TV shows such as Top Of The Pops and Jim’ll Fix It and was a big star in the 80s and 90s.
He died in 2011 at the age of 84 and then the following year he was exposed as a serial sex offender with many victims.
It was discovered that he had used his celebrity as well as his involvement in charities, hospitals and prisons to abuse hundreds of people over the years.
So far an air date for The Reckoning has not been announced.
Watch: Documentary shows Jimmy Savile dodging probing questions