The 25-year-old actress - who has played the mysterious assassin Vilanelle in both series of the spy thriller - was inspired by the filmmaker's 2006 fragrance campaign, which starred Margaret Qualley and saw her dancing erratically through a large mansion.
Speaking to Lily Allen for Stylist Magazine, Jodie said: ''[Season one writer Phoebe Waller-Bridge] did send me a link to an advert by Spike Jonze for a Kenzo perfume.
''There was a girl in an emerald silk dress and she's walking through this lobby when the music kicks in. She starts pulling all these crazy facial expressions and dancing through the building and I remember that being a bit of a reference.''
Although viewers have learned bits about Villanelle's past, Jodie wants to keep some things hidden and she doesn't think fans need to know every detail of the enigmatic character.
She explained: ''I had that conversation with Phoebe and she believes we should never try to explain it. You know that something has happened within Villanelle's life but she doesn't feel any self-pity and it's kind of fun for the audience to have the freedom of imagining what might have gone on.
''I enjoyed it when she went back to Russia and she was very feral which was a different part of her but I don't think we should ever say this is exactly what happened and why this person turned out to be the way she is.''
Since first appearing on the BBC show, the former 'Doctor Foster' actress has become a global superstar, and she admitted she is still trying to get used to life in the spotlight.
She revealed: ''Oh god. Well, a couple of weeks ago, I was going to New York and then when I got out of the car at the airport at four in the morning there was a bunch of strange men waiting for me to sign autographs. It really threw me because it was the first time I'd had anything like that.''
The full interview appears in this week's issue of Lily Allen takes over Stylist, which is out on Wednesday (12.06.19).
It can be found at stylist.co.uk/series/lily-allen-takes-over.
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