"She said, 'That is very good because you are stepping into new territory,' " the star of such films as "The Mask of Zorro," "Evita" and "Shrek 2" says.
"Every time you step into new territory, you know you are not exactly doing the same thing and you are not getting comfortable," he says. "This character made [me] go to a very unsafe zone."
In the film, which opens today, Banderas plays the mysterious Ralph, who has had an affair in Milan with Lisa (Linney), a married London-based shoe designer, who suddenly disappears (leaving clues to let her husband, played by Liam Neeson, know about the infidelity). Ralph appears at first to be a well-educated, chess-playing sophisticate, but as the story unwinds, he is revealed to be a simple man, an apartment complex janitor with little of consequence in his life.
"When I first read the script, I said, 'I know why they are calling me to do this -- because they need a hunk to justifying why this woman is with him,' " Banderas says.
But then he talked with director Richard Eyre ("Notes on a Scandal") and Neeson about the intricacies of the character. And he read the script again.
He discovered that Ralph is "really pathetic and at the same time strangely sweet and vulnerable. He has got nothing. The only thing he has real is this woman, and when this woman disappears, he literally has nothing. He's a faker."
Linney thinks the film came at a good time for him.
"He has been so successful here as a larger-than-life heroic character -- Zorro and Puss in Boots," said the actress. "I love Puss in Boots. But I think as much as he loves doing all of that stuff, there was a part of him who wanted to work on a straight drama."
"The Other Man," based on a short story by Bernhard Schlink ("The Reader"), never really answers the question of why the seemingly happily married Lisa has an affair and even accepts Ralph for who he truly is.
"She obviously accepted his story, but with a condition -- you never come to London, you never ask about the possibility of us living together," Banderas says. "When she disappears, for him, it's quite traumatic."
Ralph's means of coping, though, is to continue to operate in this fantasy world of being a successful, educated man. "It's the only place where this guy feels comfortable. Living in his fantasy is probably the only thing that makes him continue living. The only other possibility is to commit suicide."
It was the 49-year-old actor's early work with director and fellow Spaniard Pedro Almodovar in such films as "Women on the Verge of a Nervous Breakdown" and especially "Tie Me Up! Tie Me Down!" in the late '80s and early '90s that appealed to Eyre for the role of Ralph.
"Richard said, 'You were very unpredictable at this time,' " Banderas says.
He adds that he'd love to work with Almodovar again sometime. "Last year, I won an award at [Spain's] San Sebastian Film Festival and we had a long talk. I know we are not going to die before we work together again."
The actor recently returned from London, where he was working on Woody Allen's latest, yet-to-be-titled film. Though many of Allen's actors have stated that he is a man of few words, Banderas found quite the opposite to be true.
"Every time I had a question, he was a book about it," he says.
"He's a guy who has been in strong psychoanalysis. He doesn't like games and if he doesn't like something, he'll say, 'I don't like that, can you give me something different?' And I would say, 'I'll try, sir.' "