The 42-year-old actress plays a police detective, who teams up with FBI agent, Bullock, to take down the head of a Russian mafia, reported Digital Spy.
"I would do anything with that group of people again in a heartbeat," McCarthy said.
The film has been directed by Paul Feig.
"It screams a sequel to me. I would love to get these two ladies together again. I want to see them out fighting crime and making people laugh in other situations, so fingers crossed," he said.