In a new Screen Actors Guild Conversation interview, the Brokeback Mountain star admits the project really shook him up and he still has vivid dreams about the film and his two characters Tony Hastings and Edward Sheffield.

"That (film) was just rough," he says. "They were like, 'You're going to be immersed in this darkness for months', and I'm like. 'OK, it's such a good story!'

"I was in a mindset of being put upon with no power. I didn't like that at all. I chose to do the movie because I didn't like that and I knew what I was getting myself into. I learned to put it aside. When I think about that world and that character I feel cold. There was a coldness I felt throughout the whole thing; just alone. It's still with me.

"I remember reading the script and turning the pages that were this weird pink colour, and the font looked weirdly old. The whole experience of reading that screenplay was so weird but it really shook me up. I had to do it.

"I spoke to Tom Ford... I was, like, 'It was brutal as f**k and really moved me', and he was so calm like, 'Thank you'. I imagined he was sitting in his pristine home in Los Angeles, like, spraying perfume around him or something!"

Jake had a similar lonely experience when he shot 2014 movie Nightcrawler, in which he played a determined late night news cameraman.

Gyllenhaal reveals he locked himself away and lost a lot of weight for the role of Louis Bloom. He only realised the extremes he had gone to when he hit the red carpet for a one-off party.

"I didn't really see many people but I went out once to some event and people were really nice to me," he recalls. "No joke, I was like, 'People in Hollywood are really loving'. I think people thought I was really sick. A number of people were like, 'Hey, are you OK?' I was surprised because we live in this business where there's so much snarkiness and competition and there is a lot of love and support."