When Jake Gyllenhaal steals into Toronto under the cover of darkness, he knows he’s always going to find one thing waiting for him: a good night’s rest.

“I really love sleeping here,” says Gyllenhaal, in Toronto for the world premiere of Nightcrawler, about an obsessive freelance crime videographer who dives too deep into the nocturnal underbelly of Los Angeles.

It could be our nation’s new slogan: Welcome to Canada! Have a nap! But it’s not like Canadians are dull, says Gyllenhaal. It’s just that whenever he comes here from his home in NYC, he immediately feels at ease.

“There’s a really warm nature to the people here, and to the city,” he says. “Whenever I’ve worked here, whenever I’ve stayed here, it just feels kind of warm, you know?”

It was literally warm on the eve of Nightcrawler’s recent Toronto International Film Festival debut, but a wild thunderstorm – another thing Gyllenhaal digs – washed away the sweltering heat as Nightcrawler debuted to excellent word of mouth and strong reviews. After its festival run, the film opens in theatres Oct. 31.

Written and directed by Dan Gilroy, who co-wrote The Bourne Legacy with director brother Tony Gilroy, Nightcrawler stars Gyllenhaal as Lou Bloom, an unhinged petty criminal who stumbles upon a the world of nighttime freelance news videographers.

These so-called nightcrawlers roam the streets of Los Angeles after dark, looking for “if it bleeds, it leads” footage to sell to local news stations for their morning broadcasts. Think TMZ, but hungry for horror instead of celebrities walking out of Whole Foods.

Ridiculed by the city’s top nightcrawler (played by Bill Paxton), Lou takes a young homeless man (Riz Ahmed) under his wing as a protégé of sorts, and develops a relationship with a local TV news director (Rene Russo) who buys his footage. But as Lou becomes more ambitious, his actions push him further to the edge of a yawning abyss.

Gyllenhaal’s first brush with real-world nightcrawlers came when he was riding along with L.A. police officers to research 2012’s End of Watch. Before shooting Nightcrawler last fall, he spent time with one of the dozen or so crews working in L.A., this time seeing their operation from outside of the police tape.

“It took a little getting used to, arriving on a crime scene with these guys and getting pushed out, told to f— off,” says Gyllenhaal.

“It’s a chase. Morals are not a question, because it’s a job and a need.”

A need? Do we need scavengers looking for misery to sell to the highest bidder?

“It’s not them, it’s the fact that if it’s not gory enough or interesting or entertaining enough, it’s not going to get sold,” says Gyllenhaal.

So the blame ultimately rests with viewers who crave this stuff, and thus create a demand for it?

“I think blame is the wrong word,” he says. “I think there’s something to be said about our fascination. The reason why I wanted to do the movie was to explore that idea myself. What is that fascination? What is that drive? What is ambition? What is the definition of success?”

The 33-year-old actor seems well-acquainted with success. After breaking out with 1999’s October Sky and 2001’s Donnie Darko, he earned an Oscar nomination for 2005’s Brokeback Mountain, opposite the late Heath Ledger, and worked with top-shelf directors like Sam Mendes (Jarhead) and David Fincher (Zodiac). But after 2010’s big-budget, empty-headed Prince of Persia: The Sands of Time, Gyllenhaal decided a course correction was in order, leading to roles in End of Watch and last year’s acclaimed Prisoners.

“Yeah, it was conscious,” he says. “I think I’d moved to a place where I didn’t know if I was trusting my initial instinct.”

Not that Nightcrawler and Lou Bloom were an easy sell.

“I had to think about it,” says Gyllenhaal. “But there was something inside that was like, ‘This feels right. This feels like something that needs to be said.’ It felt very subversive, political and current.”

Next year will see Gyllenhaal playing an imperiled mountaineer in Everest and a boxer in director Antoine Fuqua’s Southpaw. He’s just signed on to the romantic drama Demolition with Montreal director Jean-Marc Vallee, who helmed Dallas Buyer’s Club and the upcoming Wild, also appearing at TIFF.

But although he’s gained back much of the 30 pounds he lost to play the gaunt, intense Lou Bloom, it’s a character whose darkness will stay with him for a while, restful nights or not.

“I don’t think I go into a movie saying, ‘I’m just going to knock this one off,’ ” Gyllenhaal says. “I go, ‘I know this is going to change me.’ And I don’t want to do it if it’s not.”