Peter Sarsgaard co-stars as the worldly diplomat Dwight in the new Woody Allen film Blue Jasmine, which follows the life of New York socialite Jasmine (Cate Blanchett) as she battles a life crisis after her husband (Alec Baldwin) is convicted in a Madoff-like Ponzi scheme.

Sarsgaard discovered a way to sympathized with the entitled Jasmine. “For me it was really a woman who seemed like she was having — she looked like she needed therapy,” he told Uinterview exclusively.

When it came to working with legendary Woody Allen, Sarsgaard found the director’s minimalist approach liberating. “I think it can be difficult to get over the fact that he’s Woody Allen and go, ‘Ok, I can do whatever I want to do, he’s looking for me to shine.’ ”

Q: What was the most challenging scene to shoot with Cate Blanchett? - Uinterview

There’s a scene in a car, where she ends up getting out of the car, and you know a lot of this was done — Woody shoots very quickly on a relatively small budget, so you don’t have all the time in the world to do things so and he doesn’t want to shoot a lot of coverage anyway so there was a lot of — it was kind of an intense argument and we’re trying to both give our performances kind of simultaneously. And you’ve got to drive the car, and you’ve got to roll up the windows for sound, and it's very hot and you know that was probably the most challenging.

Q: Why is your character Dwight drawn to Jasmine? - Uinterview

I think for a lot of the same reasons that she'€™s drawn to me, sort of superficial reasons -€” probably. She'€™s incredibly beautiful and she dresses well, and she kind of holds herself well, she seems like she would be able to hold her own around a group of intelligent people. She'€™s - she looks like she'€™s from a world that's similar to my own. You know, the way that you can sort of fall for someone that'€™s in your same circle, she seems like she'€™s in my same social circle. I think she's witty and vulnerable. I think the thing that probably is the capper for him is that she seems weak somehow and that this isn't someone who'€™s going to control him, I think he feels like this is someone that'€™s going to follow him.

Q: Did you feel any sympathy for Jasmine when reading the script? - Uinterview

Yeah, well, you know, I only know my own little section of the movie. You know, the way that Woody works. So like I only know what my character saw, so for me it was really a woman who seemed like she was having - €”that she had something in her you know -€” she looked like she needed therapy. But ugh it'€™s the way in which she'™s vulnerable, she'€™s not mean spirited, at least around me.

Q: Did Woody Allen give any specific directions for your character? - Uinterview

He'€™s very -€” you know it's a way I like a director to be. I think a lot of it is in casting and then when you go to act for him that it's going to be very few takes and very little coverage, and he'€™s going to go very quickly. It's basically thumbs up, thumbs down you know, he works in a very binary way, and for me as an actor I like it because I feel like he'€™s looking for me to bring something to the table, you know he wants whatever I have to offer. He'€™s not trying to fill me with whatever is in his head. And that'€™s pretty unusual for someone as powerful as he is as a director. So, at first, it was daunting because I remember the very first time we did a take you know we'€™re about to film me came up and I had very little interaction with him and he said, '€˜Alright, have fun! Do whatever you want!'€™ [laughs] and he walked away, and I was really nervous and its very difficult to loosen up that quickly and start doing it. And after we did that take he was like, '€˜Well, all right, that wasn'€™t very good, so do it again!'€™ [laughs] €˜Have fun, do whatever you want to do - like the power is with you is what he'€™s saying. So - and I think it can be difficult to get over the fact that he'€™s Woody Allen and go, '€˜Ok I can do whatever I want to do!' He's looking for me to shine.