Matthew Gray Gubler Matthew Gray Gubler

Matthew Gray Gubler is usually known as "Gube," but he had a different nickname while directing this week's Criminal Minds.

"Someone started calling me Michael Bay Gubler because there's so much action in this one," he tells "I know so little about action films that it's kind of funny."

Check out photos from Criminal Minds

Indeed, the actor and NYU film grad specializes in the creepy and quirky — just check out his artwork

— so quirky that his crash course in action films included The Fantastic Mr. Fox. "That was my main inspiration," he says with a laugh. "And some Sherlock Holmes. I tried to study and made sure the moments of action were done as effectively and cinematically as possible. Especially for our show, which normally [features] more of a knife or a slow strangulation, we're talking flash grenades, MP5 machine guns here. It's a lot of stuff that is new to our show and was new to me. But I was very happy to work with it, and I couldn't be happier with how it turned out."The episode, of course, is bittersweet, as it also marks Paget Brewster's last series regular appearance as Emily Prentiss. After last summer's cast upheaval that saw A.J. Cook depart and Brewster's episode count reduced, Brewster requested Gubler, who made his Minds directorial debut last season, to helm her farewell. "I think the writers felt the same way," Gubler says. "I felt it was very important that this episode be done by someone within the Criminal Minds family as opposed to an outsourced director because it was dealing with intense stuff for our regular cast members. All the stars aligned that I got to direct it. It was a beautiful scenario. I put up a very big fight for it."

A.J. Cook returning to Criminal Minds — for one episode

The episode wraps up Prentiss' arc with her nemesis from her Interpol past, IRA baddie Ian Doyle (Timothy V. Murphy). At the start, Prentiss is MIA as she had stealthily left the BAU headquarters two weeks ago to pursue Doyle solo. To track down Prentiss — who gets tortured by Doyle "similar to how Reid got tortured by [James] Van Der Beek" — the team enlists a familiar face: JJ (Cook). She helps them unlock Prentiss' classified Interpol files, revealing her connection to Doyle and her former undercover identity of Lauren Reynolds to the team for the first time. (The episode is titled "Lauren.")"[Cook's return] was in the interest of making this special for the fans. 'Who's the one character who can help us find Emily?' Naturally, it was JJ, who's now in the state department. It was such a pleasure to work with her again and to have the whole family back," Gubler says. "Like 'Mosley Lane' [the first episode he directed], I'm in it more than I wish I was because it's an important episode for our team and Paget. But as our brilliant writer Breen [Frazier] put it, he wants this one to ... make the hardcore lovers of the show happy and excited. This one's for the fans."  But the million-dollar question is if Prentiss survives the Doyle showdown. Gubler chuckles at fan speculation that Prentiss will die because "there's always a chance" she could come back since this is her last episode "of the season" and "anything can happen" on TV. Brewster has an option to remain on Minds as a regular next season, but recently joined the NBC comedy pilot My Life as an Experiment.

Watch a preview of "Lauren"

As an original cast member, Gubler has endured all of the procedural's cast changes, including Mandy Patinkin's surprise Season 3 exit and Lola Glaudini's Season 2 departure (Brewster replaced Glaudini). After all the off-screen turmoil, the actor says he has an optimistic outlook."Paget did such a beautiful job. Until that very last moment of her last scene, I don't think anyone realized she won't be around for a while. Her presence is greatly missed. ... But I think once you've played a character for over 100 episodes, it's safe to say you've given it the college try," he says. "There are true tragedies in life than leaving a great job where you did great stuff. So while I'm really sad to lose A.J. and Paget — they're very talented, very special ladies and dear friends — I'll see them all the time. It just won't be on the BAU jet in the immediate future. Who knows if they'll come back? I look back at the evolution of the show and — Mandy, Lola, A.J., Paget — we've had some really great people and I was blessed to work with them. I learned so much from everyone I've met here."He also learned from his post-directing experience. Last year, after wrapping "Mosley Lane," Gubler, suffering from directing withdrawal, haphazardly cut his hair.

Criminal Minds: Top 8 Prentiss moments

"I got extensions this time and I braided them like Milli Vanilli, so I think the fans will be in for a treat. I've got dreadlocks now. No, I'm joking!" he says. "No withdrawal this time. The first one, I didn't know how it would be received and if I would be invited back. The withdrawal was the thought of thinking that would be the last time I'll ever have in my life of having fun directing. But now that I've been blessed enough to come back and do it, I feel a little less withdrawal. This was a sad episode, a very unique episode. I'm very proud of it and I hope the fans will like it."

Criminal Minds airs Wednesdays at 9/8c on CBS.