The star was desperate to work with the Danish director, who was struggling with depression while writing and filming the movie, about a couple coping with the death of their only son.
Dafoe sat in on endless therapy sessions at New York's Columbia University to get into character - because the 53 year old had never sought professional counselling himself.
He says, "I've never had therapy - though God knows lots of people have told me I need it - or had depression, so I had to work very hard.
And he admits he began to feel very self-conscious after so much inward reflection: "When you get around these people you do start to develop phobic ideas yourself. I could see the triggers.".