The Help star portrays a CIA agent in director Kathryn Bigelow's new drama, which chronicles the real-life search for terrorist leader Osama bin Laden, but she couldn't cope with scenes featuring prisoners being interrogated using water-boarding techniques and had to excuse herself to gather her emotions.
She tells the New York Daily News, "I needed a break. I walked behind a building and ugly-cried for 10 minutes. Just being in that environment for so long was tough."
Chastain admits she was apprehensive about tackling the project from the start because she was unsure she would be able to handle the demanding character.
She says, "I hadn't done anything like this before. When I read the script, I thought, 'What did Kathryn Bigelow see that she thought I'd be right for this?'"
The actress ended up dropping out of Tom Cruise movie Jack Reacher to take on Zero Dark Thirty - and Bigelow is glad she managed to poach her first-choice.
The filmmaker explains, "I couldn't imagine anyone else in the role. Jessica is a classically-trained actor and the script is very verbal and the character is very complex."
It appears Bigelow was right to hold out for Chastain - the beauty has already landed a Best Actress nomination for the 2013 Golden Globe Awards and the Screen Actors Guild Awards.