The British Oscar-winners play Alfred Hitchcock and wife Alma in the new biopic of the acclaimed Psycho director.
Dame Helen said of her Welsh leading man - who had to wear prosthetics and a fat suit for the role: "We worked really, really well together and I think it's because we come from a similar background of acting.
"We both come from the theatre to start off with, so we both knew how to give each other room to work, the kind of support the other person needed.
"He was absolutely wonderful to work with, immensely supportive of his fellow actors, always in a good humour even though it's really, really irritating sometimes to have to wear that sort of make-up, body suit and stuff like that. He was great."
Dame Helen also revealed she would love to have starred in a Hitchcock movie.
"Now I understand. I didn't then. I was an idiot. I thought he was just an old fashioned director. I wanted to be in Easy Rider, I didn't want to be in a Hitchcock movie. I was a fool.
"Now I know a lot better and now I would love to be in one of his movies. And I think now my work ethic or way of working would fit very very well with him. He did what great directors do and I've learnt that subsequently."