Wilde, 28, and Sudeikis, 37, became engaged in early January after a year of dating, reported Us magazine.
"I don't know. I wish I knew. Right now, I'm just enjoying being engaged. New York wedding would be ideal. I don't know. I haven't had time to think about it," she said.
The "Incredible Burt Wonderstone" actress is still unsure about her wedding dress and does not have any ideas for the honeymoon either.
"We're very happy. We've been too busy but we're very lucky to be busy so �- that's the other side of it," Wilde explained. I'm going to produce a second documentary for the Half The Sky charity," she said.