Jake Gyllenhaal and director Denis Villeneuve can’t get enough of each other, having done two movies in a row: “Prisoners” and now “Enemy.”

“Jake wanted to be cast as a girl [in my next two films] and I said ‘no,'” Villeneuve joked during a recent phone interview with Yahoo Movies. He and Gyllenhaal were inseperable during the filming of “Enemy” — shooting by day, sharing drinks and strategizing the next day of filming by night. “I wanted Jake to improvise a lot,” he said.

In “Enemy”, Gyllenhaal plays a man who is deeply troubled after he discovers he has a doppelganger.

We spoke with the 33-year-old actor last fall about the film and his propensity to work with Canadian director Villeneuve. “I consider him a brother… I love him and [laugh, mimicking his French-Canadian accent] I deeply hate him too,” he told Yahoo.

The two got along famously when they first met, when Villeneuve pitched his initial sketch of “Enemy” — which Gyllenhaal told us started out as a manifesto. Gyllenhaal has joked in another interview that they both got drunk off one bottle of wine. Villeneuve told Yahoo, “Our creative relationship became very intense.”

Indeed, Villeneuve admitted he and the 33-year-old “Brokeback Mountain” actor had a few “explosions” on the set of “Prisoners” (which they actually shot after they did “Enemy”) and that sometimes the crew “was afraid.” “By then we knew each other too much,” he said with a laugh. “We are very close and we like to be very direct. We are both Italian style… expressive,” the director explained. “But… we love each other.” Gyllenhaal echoed those thoughats in our prior conversation: “We are of like minds, true collaborators.”

The brooding, mysterious feel of “Enemy” may appear like a very different movie than the desperate hunt for kidnapped children that “Prisoners” portrayed. But Villeneuve argues “both are like puzzles… a ‘who done it.'” He also admits to the film’s purposeful “Hitchcockian” feel: “Yes, I was really inspired by those psychological thrillers.”

The big challenge for Gyllenhaal was in filming the two roles — one as a professor and the other as, how Villeneuve described, “more of a mystery.” Gyllenhaal filmed the first, more developed role before moving into his second character. Villeneuve said they tried different things for those scenes where both characters appear onscreen at the same time. “Jake had to make us believe there was someone else in front of him,” he explained of the ultimate acting challenge. They used another actor that was erased later by computer, the director explained, but Gyllenhaal ultimately felt most comfortable acting opposite a tennis ball and throwing his voice for the other character’s lines.

“It’s an exploration inside yourself,” Villeneuve said of “Enemy.” “Sometimes you have compulsions that you can’t control coming from the subconscious… they are the dictator inside ourselves.”

“Enemy” is available on Direct TV on-demand Feb. 6, and enters limited theatrical release on March 14.