Jake Gyllenhaal tells Jeremy Kay how people like Detective Loki in Prisoners need to get their gangster on.

As Detective Loki, the astute investigator on the scent of a child abductor in Prisoners, Jake Gyllenhaal creates one of the most enigmatic characters to come along in a while.

“The most interesting thing about the character is he is a question mark working around asking questions, which reminds me of a children’s cartoon,” says Gyllenhaal over the phone from New York.

“To me that’s what it was about - knowing things so well and not asking anybody for anything and not needing to define anything and to work into every scene that [there was] something I was a bit ashamed of.

“It’s so easy to be the good detective who knows it all. [Keller Dover, the father played by Hugh Jackman whose daughter has been kidnapped] gets frustrated thinking I am a know-it-all, but really my character has this shame that he carries with him.”

Loki’s body is a message board of tattoos, another device created by Gyllenhaal. Yet the actor is careful not to pull back the shroud of mystery.

“The tattoos are what I think about the past of the guy,” says Gyllenhaal. “I really believe that detectives who are any good are a little [bit] gangster. To deal with this world you need to have that armour.

“All the detectives I have known or done research on have to be infatuated with the criminal mind. You have to work both lines. You have to love the people you are trying to help solve this crime for and at the same time go into a room [with suspects] and understand what they might have done. Loki is walking between worlds all the time.”

Gyllenhaal had been filming the doppelganger thriller Enemy for Denis Villeneuve, who has since become a friend, when the French-Canadian director told him a role was open on his next film.

By coincidence, Gyllenhaal and Jackman share the same agent. “I told him [the agent] he should tell Hugh how amazing Denis was and how much fun he would have.”

“I hadn’t met [Jackman] until the first read-through,” says Gyllenhaal, “but I am a big fan of his and had heard from people how wonderful he is to work with and what a wonderful guy he was. Being skeptical as one must be in any profession I asked if it was true - but he is a wonderful guy.”

The actors both immersed themselves in research and became so familiar with their alter egos that it gave them plenty of space when the cameras rolled.

“Both of us like to improvise, so we would shoot the scene a number of times as written and Denis would allow us to improvise. He allowed it because he knows we both have a tremendous amount of respect for the subject and he knew we could bring up some answers that you could use in editing.”

That improvisation could only happen with the blessing of Villeneuve, who was prepared to let his actors explore the story and spent time discussing their personalities and the ramifications of their behaviour.

Like Jackman, Gyllenhaal heaps praise on Villeneuve. “He is so loving and humbled by what everybody does on his set. It isn’t a power play with him - it’s respecting what people do and that’s a big part of it.

“We’re allowed to joke and be ourselves. Tension will be created later in the scenes. When he gets what he wants he is relieved and then we can play.”

Gyllenhaal dominates two stand-out sequences in Prisoners. The first occurs when Loki espies a suspect during a candle-lit vigil and pursues his quarry through a suburban neighbourhood.

The second is a climactic and frantic night-time drive to the hospital after the wounded detective has rescued one of the kidnapped girls. “That was shot in four different places. We shot it backwards. The first scene we shot was me coming into the hospital with [the child],” says Gyllenhaal. “I had resisted for so long to feel anything and in that moment [you see] the love he has for that little girl that has existed in his mind [only] as a figment.

“In that moment there’s such an extraordinarily overwhelming feeling of love. Loki never had a family… there’s a scene with [Dover] when there’s almost a little bit of jealousy when he sees what Hugh will go through to find his child… It was very important for me to hold it and hold it until that moment with [the rescued girl].

“That made the whole movie worthwhile for me. That made the whole thing worthwhile.”