Zooey Deschanel loves to travel, but the 38-year-old actress and singer doesn't need to spend a lot to enjoy the place she's visiting. In fact, her No. 1 travel activity is absolutely free: Go on a walk.

"That's actually my favorite thing to do when I travel, is just go and wander around and get the lay of the land," she told CNBC Make it at the launch of Capital One's The Purpose Project in New York City.

Exploring on foot allows Deschanel to discover hidden places she wouldn't find in a guidebook, and to stumble upon local restaurants she might not have noticed otherwise. Sometimes, it's simply a chance to soak up the beauty of the location she's visiting. "Even the facades of the buildings are different," she says. "I love to take in the architecture and the way people live."

"Just taking a walk really gives you an experience of a place that if you're just in a car the whole time you're not going to get," she says.

For Deschanel, travel is about experiencing new things and creating memories, which doesn't have to cost a lot. Growing up in California, she enjoyed taking road trips across the state. "There's so many amazing things to see there," she says. "There are so many national parks, there are amazing cities, there are beautiful beaches, mountains, snow, there's everything. California road trips, for me, have been a really great experience."

Road trips are a tradition she's continued with her own family, she says. A recent vacation that stands out involved driving up the California coast to Monterey and Santa Barbara with her 6-month-old daughter.