Yes. Malin Akerman wore a wig in The Hunting Wives, and she has publicly addressed why the wig became such a talking point.
What happened
According to entertainment reporting, a custom wig was prepared, but once production moved into filming, the color and shape were not right for the creative team. A backup wig had to be used under time pressure.
Why not just color her hair?
Akerman has discussed health and hair-condition reasons that made coloring her own hair less practical at the time. The wig was the faster production solution.
Why fans noticed
TV wigs are most visible when color, fit, and continuity shift across scenes. Margo's look was meant to be glamorous, so any wig issue became part of the conversation.
Bottom line
Malin Akerman did wear a wig in The Hunting Wives. The viral discussion came from production challenges, not a secret.