Your character in Shame, Sissy, is another fantastic and really interesting part…

Yes. My agent gave me the script. She read it and she told me that there is this insane part of Michael Fassbender's sister and I read it and I thought, "No way on earth will Steve McQueen ever let me play this." I thought they would cast someone gritty and American. So I met Steve thinking that there was no way this would come off and he kept on trying to leave! Like ten minutes into our meeting, he was like, "Right, OK, thanks." And I was, "Oh, no!"

What did you say to him?

I just said, "Look, Steve, the thing is", and then I wouldn't have anything to say. But we did end up talking about The Seagull, which is my big obsession. Playing Nina in The Seagull, I have never really recovered from it and I want to play Nina for the rest of my life, but I couldn't find a film role that was on the same level, or as difficult or as interesting. Then when I read Shame I thought it was as difficult as Nina.

Why is Sissy so close to Nina in The Seagull?

They both have an uncompromising nature. Both of them have the ability to jump without a safety net and they both have really, really high standards for love and for success and yet neither of them can meet them. There is a tragedy in that. When we were rehearsing for Shame, Steve and I talked a lot about Francesca Woodman, who was an artist. She was a photographer, an American from Connecticut, and she started taking photographs when she was 15 years old. The majority of them were self-portraits and nudes and she killed herself; she jumped out of a building when she was 22 years old in 1981. I don't know what it was about her but she had this same thing. She wasn't afraid. She had no boundaries. She wouldn't accept less than taking over and being seen and being heard. I don't know why she killed herself but one of her frustrations was that she was not accepted in her time. People didn't really appreciate her work and now, of course, her work is sold for thousands.

Tell me how Sissy fits into Shame…

I think Shame is about a man who is trying to control his life and won't allow people to become intimate with him. He is trying to forget and has a regimented life and part of that is an addiction, his relationship with his sister and the people around him. But the sexual addiction has always been a side note to me, because I think it is more about how he connects with people and how any obsession or addiction informs how you behave towards the people around you. The sexual thing is obviously very specific and it is uncomfortable. I think that is Steve's intention. It is funny because in the cinema if you make light of sex, or you are crude or you make a joke of it, then it's fine and acceptable. But the minute you start to talk about it seriously it is unattractive and there is nothing in Shame that is very sexy. It makes you go away and never want to have sex again!

It must have been an intimidating role?

Terrifying. If I had been playing any kind of character, playing a tea lady, I would have been scared, because it was Steve McQueen and Michael Fassbender. The standards that they set are so high, so that in itself was terrifying.

It's an intense film, but can you also have a laugh when making the movie?

You can. I didn't know what to expect because my first meeting with Steve was quite intense. He sort of riles you up. I almost cried! I think I did cry at our first meeting because he stirs up a desire to make art and no one else ever has ever done that in the same way. He really challenges you on why you make the choices that you make — what kind of films you make and why you are doing them. And that was really intimidating and alarming but he also reminds you why you want to act. He would come in when we were doing a take and he'd say, "Ah, Michael, you two seem like Fred Astaire and Ginger Rogers", and it was amazing. You'd be so in awe and at the same time he'd be telling you to do it better. He would be like, "It is half-time and you are 4-0 up and you have got to be 8-0 up. You can do it." Stuff like that. Sometimes it would be very quiet but often he was like a real cheerleader. He can mess around, especially with Michael.

The bathroom scene and the singing scene — was one more frightening?

Singing. The singing was more nerve racking than the nude scene. The nude scene in the end was fine actually. I think I was nervous beforehand. I remember lying down in the bath in that bathroom and I knew that Michael was going to burst into the first take at any point and, strangely, I didn't feel nervous at all. Whereas with the first take of the singing I was really scared. Steve always wanted it live and he wanted it in one take. So that set of requirements meant you couldn't muck it up. We were there for about two hours and we did take, cut, take, cut. And the lyrics when you study them are desperate. It was really fun to play. I had singing lessons and a singing coach and she actually played the piano in the scene.

When did you first think you wanted to do this as your career?

The first time I did a play was a musical, The King And I, when I was six in Düsseldorf. My brother was in it and I wasn't which didn't go down very well with me. That was the first thing I did. But I don't think there was a lightbulb moment when I thought of it as a career. I just always thought that this was what I was going to do.

And you're currently shooting Baz Luhrmann's The Great Gatsby. Is it ever so lavish?

Yes. His style is so unique to him and he is the only person who can do it. It is amazing doing a period film and really walking into sets where the design is so grand. It is perfect. It is accurate. It is so intricate. It helps inform the role. It was the same in Shame. We were in a tiny apartment, literally, much smaller than this whole room and that confinement was so helpful. Michael and I played out scenes in one shot and it was really just the tiniest space and that made you feel claustrophobic. It is the same with Gatsby; the design and the set informs your work and it is so helpful.

Shame is in cinemas now. Turn to Page 8 for our verdict and see EG Daily today for an interview with Michael Fassbender.