The Welsh actor picked up an Oscar for his performance as Hannibal Lecter in the hit film Silence Of The Lambs, and Bond star Mads is set to reprise the role in a new series.
Sir Anthony told Vulture: "The key is, when playing a crazy man like that, is to play the total opposite. Play him as totally sane. Play him as ordinary.
"Play it very innocently like [in Hannibal Lecter voice], "Good evening," or "Good morning, Clarice." Don't try to be evil."
Sir Anthony plays Alfred Hitchcock in new biopic Hitchcock, and revealed he's always been a fan of the late director's work.
"I've been watching these films over the years, long before I knew I was going to play him," he added.