The 27 year old stars alongside Gillian Anderson in the film about two youngsters who steal from the rich and privileged on the Swiss ski slopes.
Compston was shooting in the Swiss Alps when he heard his grandmother had died, and the news hit him hard.
He tells Scotland's Sunday Mail, "We were filming at the top of the Alps and then my gran passed away. Suddenly I was in this place where people didn't speak my language and my gran was dead.
"From being caught up in this really exciting thing, suddenly my feet were pulled away from me. There was nobody to turn to, so I just locked myself away in my room. But I still had to be ready for filming early in the morning."