British actor Jude Law "pestered" director Wes Anderson for years by sending him notes pleading for a role in one of his movies.

The Sherlock Holmes star's efforts eventually paid off and Anderson invited Law to discuss his potential involvement in quirky comedy The Grand Budapest Hotel over afternoon tea at a top London hotel.

Law explains, "Wes makes wonderful films and it was a great film... Those worlds he creates...

"I pestered him for years, writing letters, just saying, 'Can I be in your films, please?', because I wanted to live in that world...

"He took me for tea, which was the perfect Wes Anderson situation. We had tea... at Claridge's hotel, (in) London."

The actor was cast as a young writer in the film, which has since landed nine Oscar nominations, including nods for Best Picture and Best Director.

Law admits he had a "very happy week" working on location in Germany, but he decided against his usual habit of stealing a piece of memorabilia from the set after previously confessing to taking his character's fake teeth from 2013's Dom Hemingway.

He says, "I didn't (take anything). I was worried that word was getting out that I stole things from movie sets, so I decided (not to steal anything)..."

Instead, Law walked away from the movie with a plush bathrobe as a wrap gift, courtesy of Anderson.

The star adds, "He gave a beautiful gift at the end of it, which was a sort of, candy-coloured bath robe with The Grand Budapest emblem on the side, so I swan around in that occasionally."