The pair, who have been married since 2010 and share two children together, are currently promoting their first joint film, A Quiet Place, which Krasinski wrote and directed.
While on the subject of romance, Blunt revealed how she first met her actor husband, calling the story their "lame" romantic comedy.
Blunt says was having dinner with a mutual friend when they noticed Krasinski was in the same restaurant. "My friend goes, 'Oh my god, there's my friend John,'" she told the Late Night host.
Krasinski, who was having dinner with Justin Theroux at the time, came over to the table. "He abandoned Justin and came over to talk to us. He did not eat. He just stood there and made me laugh."
"I was sort of aware that he was vaguely recognisable," she joked, saying she was a massive fan of the UK version of The Office.
On whether she knew Krasinski was The One right away, Blunt says: "I kind of did."