'The Lost Daughter' star Jessie Buckley said it 'wasn't awkward at all' playing lovers with director Maggie Gyllenhaal's husband Peter Sarsgaard

• Jessie Buckley and Peter Sarsgaard play lovers in Netflix's "The Lost Daughter."
• Sarsgaard's wife, Maggie Gyllenhaal, directed the film.

Jessie Buckley told Variety that there was no awkwardness when she shot intimate scenes with Peter Sarsgaard on the set of "The Lost Daughter" despite Sarsgaard's wife, Maggie Gyllenhaal, directing.

"It wasn't awkward at all. You just put yourself aside, and you just do it. We're both grown-up enough to just really tell the story," Buckley told the outlet.

In the film, Buckley plays a young academic who briefly leaves her young family to have an affair with Sarsgaard, who plays a much older and influential writer.

"I thought it was kind of rock 'n' roll. I thought, 'Wicked! Good for you!'" Buckley continued. "They've been married for ages, and they respect each other so much as artists, and I thought how cool for both of them to hold that space and think, 'Let's just make something great together.'"

Sarsgaard and Gyllenhaal married in 2009 and share two children.

"The Lost Daughter" — the screenplay of which was also written by Gyllenhaal — is an adaptation of the best-selling novel by the Italian author Elena Ferrante and was the former actor's directorial debut.

Speaking with Insider before the premiere of "The Lost Daughter" at the Venice film festival late last year, Gyllenhaal, 43, said she "learned so many things" during the production of "The Lost Daughter" but one of the most important was that she's "always been a director."

"I just didn't feel entitled to admit it to myself," she said. "So weirdly, I think it was playing Candy on 'The Deuce,' playing a porn director on television when I kind of went, 'This is me actually.' And I think it's true, I think it's a better job for me."

In a review of the film, Insider praised Gyllenhaal's distinct directorial style.

"Gyllenhaal is not only a director worth your time and money but a director of great skill and wit. Her debut behind the camera is a clever and complex tale that juggles themes of motherhood and loss while mulling around the thrilling milieu of a contemporary psychological crime caper with an ultra A-list cast," the review read.