Sophie Thatcher hasn’t been sleeping much lately.
“I was feeling confused,” the 25-year-old actor said when we met on a rooftop in Cannes on Tuesday afternoon. This is the first time the “Yellowjackets” and “Heretics” breakout star is attending the festival, and although she fits the glamor vibe in an all-black leather Louis Vuitton badass look, she’s here under decidedly insane circumstances as the lead in Danish writer Nicolas Winding Refn’s first film in 10 years, “Her Private Hell.” The horror-thriller premiered uncontested on Monday night to a seven-minute standing ovation, and Thatcher is still feeling the excitement.
“I sleep about three hours every night,” she continued, noting that she took days off from filming the final season of “Yellowjackets” to attend the festival. “Last night I just took it all in, but I was so overstimulated that I couldn’t sleep until 4 a.m.”
She says she felt the same way while filming the film in Copenhagen, especially in the final moments when things “get very emotional.” “I was just running out of adrenaline and passion.”
All her hard work and sleepless nights culminated when Ms Thatcher lovingly shed tears as she hugged the director to a standing ovation. “I was really blown away,” she said between sips of espresso. “But I think I felt proud. I was proud of everyone who pulled it off.”
In addition to Thatcher, “Her Private Hell” features a dream cast that includes Charles Melton, Christine Froseth, Havana Rose Liu, and Diego Calva. Thatcher plays Elle, a struggling movie star who has to face paternity issues after her best friend marries her father. At the same time, a demonic figure known only as Leatherman murders young women one after another, and an Army private first class embarks on a mission to avenge his missing daughter. As is typical of Refn’s work, the film is violent, highly stylized, and doesn’t tell you what to think.
“I’ve been doing interviews and some people say, ‘What does that mean?’ And I’m just confused,” admits Thatcher. “I also don’t think it’s my job to explain it. Like, it’s so open that people are just not used to it.”

Havana Rose Liu, Sophie Thatcher, Christine Froseth and Nicolas Winding Refn attend the Cannes photocall for Her Private Hell.
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For Thatcher, appearing in a Refn film was a fantasy. As a child, she loved the “Pusher” trilogy and “Drive,” and she credits her brother with showing her it. When she received an email that Refn was holding auditions to find the next female lead, she had a hunch.
“I kind of knew,” she says, her sea-green eyes wide. “Sometimes I go in with confidence and I know it has to happen and I’m going to do whatever it takes. It felt right.”
After sending her self-tapes, she met Refn for the first time and “instantly bonded” over their mutual love of movies and music, especially movie soundtracks. They fell in love with Italian composer Pino Donaggio, who ended up signing him to compose “Her Private Hell” after Refn realized he was still alive (Donaggio was 84 years old). “I think that conversation inspired me. It’s really crazy,” she says.
During their first meeting, Refn also told Thatcher about a traumatic event. Thatcher had recently been dead for 25 minutes. The director had a leak in his heart and one of the valves was not closing completely, so he underwent emergency surgery after it was discovered. He survived, but emerged with a completely different outlook on life.
“For most of the story, I didn’t know if he was having sex with me or not,” Thatcher says. “And at the end, I thought, ‘Oh, this is too specific, he’s telling the truth.’” And I was really moved. It’s a really special trait for him to be so vulnerable with me right away. Don’t just say it. And I thought, ‘Wow, I feel like I’m getting closer to you right away.’ ”
Over three months of filming in Refn’s hometown, their bond only grew stronger. “He felt like the coolest father I’d ever had,” she says. “He took over the role as if he had really welcomed me into the family. Me and his daughter Laura became best friends.”
Despite her connection to Refn, Thatcher is the first to admit that filming Her Private Hell was “really difficult”, both emotionally and practically. They shot primarily in a studio using green screens to create the film’s foggy, dreamlike world, set in a futuristic Tokyo.
“It was definitely different from any experience I’ve had before,” she says. “I think the studio part all added to the naturally creepy, fairy-tale feel of the story. It felt like we were puppets in a dollhouse.”
Ms. Refn showed the actors how each scene looked on a monitor, “so they understood how we were occupying the space,” she says. “That really helped set the tone. That was probably the most difficult thing for me to figure out, because it’s operatic yet incredibly quiet.”
The setting provided artistic inspiration for Thatcher, a singer and musician. He worked on music production on sleepless nights, and produced “5 or 6 songs” during filming.
“I thought it would be a waste if I didn’t turn this feeling into something,” she says. “I made the film, but I wanted to get rid of that feeling and then make art. You don’t always feel that in a project.”

Sophie Thatcher in “Her Private Hell.”
Provided by Cannes Film Festival
In fact, “Her Private Hell” pushed Thatcher further than ever before in terms of learning her craft and how to think on her feet. “We changed the scene every day and rewrote it in the morning based on the dreams he had, so it felt like slow improvisation,” she says.
“It was scary because I’m such a perfectionist. I like knowing what’s going to happen, I like knowing the future. I get scared a lot, but this movie helped me overcome that,” Thatcher added. “Now I feel like I can’t live without it. This has set a whole new standard for myself.”
Thatcher’s friendship with his fellow cast members, especially Lew and Froseth, strengthened him during production. “We just built trust in each other every day,” she says. “We all helped each other separate the movie from reality and were like, ‘Let’s get out of the movie.’ We were calling each other out.”
The atmosphere on set was intense, but also very collaborative. Thatcher and Refn’s conversation inspired the name of her character’s father, Johnny Thunders (after the New York Dolls guitarist), and a bizarrely charming barking scene was incorporated into the script after she shared that she and her twin sister Ellie communicate like dogs before they talk.
“I’ve never done a film like that, and now that I have experience helping with world building and inspiration, I want to get weirder and collaborate more,” she says. In fact, it sparked an ambition to work with more European directors.
“I feel like my exposure is purely based on horror, but kind of like commercial horror. So I hope this helps open doors for[me]to things I never thought I would do before,” Thatcher says. “I’m open to experimenting and don’t want to play it safe. I don’t want to be edgy, but I want to push things a little bit.”
So who’s the next author on her list? “Wim Wenders,” she said without hesitation. “He came here a few days ago, and I was like, ‘Brother, get in touch!’
