My New Gun is a 1992 American satirical comedy film directed by Stacy Cochran. It stars Diane Lane, James Le Gros, Stephen Collins, and Tess Harper, with an early minor role for Philip Seymour Hoffman. The film is about a husband who buys his respectable New Jersey housewife an unwanted revolver which she later comes to enjoy. My New Gun is the first of Cochran's feature films, directed shortly after she graduated from Columbia Film School.