The Oscar-winning actress portrays Alfred Hitchcock's wife Alma Reville in Hitchcock, which stars the Welshman as the titular filmmaker and tells the story of their relationship during the making of his 1960 hit slasher film Psycho.
"First time, I was nervous as you can imagine. He's such a hugely iconic actor and so brilliant, but on the other hand, we both come out of theatre so we have that understanding between us," she said.
"It turned out to be a really wonderful experience and luckily, I'm doing it again now in Red 2," she added.
Helen - who said her favourite Hitchcock film is Vertigo - revealed Alma's influence on the Psycho director was "immeasurable".
"He certainly gave her all the credit in the world on every level - domestically and creatively. She understood film and she was as obsessed about movies and film structure as he was, and I think that was what made their relationship so incredibly successful," the actress said.
The 67-year-old actress said Hitchcock was a "master" of film.
"We love his movies because he was in such control of the medium. He knew how to make people gasp, where they would laugh, how long a scene should be. He had such control over the rhythm of a film," she explained.
"That's why to this day we still watch his movies, why he is studied by filmmakers and students and why filmmakers pay homage to him in their movies. He was a master because he was continually innovative, and Psycho was an example of that."
Scarlett Johanssen and Jessica Biel also star in Hitchcock, which opens in UK cinemas on February 8, 2013.