Penelope, 35, is starring in Pedro Almodovar’s new film Broken Embraces, which is being shown at the Cannes Film Festival.
The actress has worked with the award-winning director before in films including Volver and All About My Mother.
She said: “Every time I am making a movie, I feel insecure, and I feel scared, and that’s part of the way I work.”
She added: “If one day I would be on the set feeling too secure – that would really scare me.”
Talking about working with the director, she said: “It’s a very delicate and subtle tone, especially with Pedro.” She added: “He’s like an orchestra director – very, very precise.”
She has been working with Almodovar since she met him when she was just 17 years old and is said to be the director’s muse.
She said: “The way he shoots and the ideas that he has, they blow me away.”
She added: “When he comes to the set with the news about how everything is going to be shot every day, it is always so unexpected, always so interesting.”
She added: “It’s almost like the movie becomes an entity of his own and it speaks to him… I think in that way he has no ego, and I really respect that.”