The actress, 24, plays KillJoy (referred to as "the bodyguard of a whorehouse") in the Robert Rodriguez movie - which also counts Lady GaGa, Mel Gibson, Charlie Sheen and Jessica Alba among the supporting cast.
Alexa posted the pic - in which she is also wearing leather chaps and standing in front of a burning car - on her Instagram feed.
In a recent interview on the role she told The Hollywood Reporter: "The first time I walked out in my outfit on set, everyone was like, 'Wow, you're not allowed to wear that'.
"I've never done anything like this. I'd never felt comfortable enough, and I never thought this would be the project where I'd take a step forward.
"This was all about owning my sexuality. I worked really hard for it in a way that I never had to work hard for something before."
The movie also stars Danny Trejo, Amber Heard and Sofia Vergara - and will be released next year.
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