The actor stars in Prince of Persia: The Sands of Time alongside Brits Gemma Arterton and Sir Ben Kingsley, and he spent three months working at Pinewood Studios in Buckinghamshire, England.
Gyllenhaal used the time to work on his British accent with top dialect coach Barbara Berkery, who trained Gwyneth Paltrow for Sliding Doors and Renee Zellweger for Bridget Jones's Diary.
The actor admits he has long feared tackling a British accent, and has even turned down several film roles in order to avoid changing his voice.
He tells Britain's The Times, "I had been intimidated by other roles where I would have had to do a British accent. Some I've stayed away from, to be honest - out of respect. I know that culturally it differentiates people in so many ways. As an American, you really can't tell.
"I worked with Barbara Berkery (for Prince of Persia). I listened to tapes. I never broke the accent, even when I was on set, because I knew I would get that cringe factor from the Brits - even though I know the British can be very polite - overly polite, in my opinion. But I really love that, too."