Indie kid: Chloë Sevigny on sex scenes, internet lies and loneliness

In movies since her teens, Chloë Sevigny can afford to be picky about her career choices – so how did she end up spending four months in Manchester? She talks to Gerard Gilbert.

Chloë Sevigny is coming to the end of her tether and I'm a bit worried that she's going to reach it in my company. It's nothing personal – she's just had enough after 20 hard weeks filming in Manchester – although it apparently hasn't helped that our photographer has had her posing on the hotel bed. "I don't like doing stupid shit like that... I'd rather just take a normal portrait," she says, before backing down. "But it's hard in hotel rooms ... it's a regular rigmarole."

Sevigny is in London while in transit for New York – Manchester, where's she's been filming Paul Abbott's six-part drama Hit+Miss for Sky Atlantic, not exactly filling her with delight. "Four and a half months in Manchester... very difficult," she says, before adding, almost redundantly, "The weather was awful."

"Being on set was great and the work was great, but I was really lonely. I could have had people come and visit but when you have such a big part then they become a distraction. Even a girlfriend from London came up and I just wanted to get finished to get home to be with her because I felt bad that she had nothing to do."

Perhaps the friend could have kept busy browsing an online 'what's on' guide like Manchester Confidential, but never mind. Sevigny (the surname is French-Canadian – like her father, who died of cancer in 1996) is now counting down the hours before her return to Manhattan.

"My flight's at eight o'clock tonight. I can't wait – it's been so long that it's become abstract... home," she says, relishing the word. "I'm so excited. No alarm clocks, no one telling me what to do, no one following me around reporting where I'm going. On set you have the runners – and they're always saying 'Chloë's going here' and 'Chloë's going there'. I've been doing this for almost 20 years and I'm a 37-year-old woman – I'm not going to run off into the hills. I wanna be here – I signed on to do this job."

"This job" is Hit+Miss, in which she plays Mia, a pre-op transsexual hit-man, or hit-woman, who suddenly discovers that she, or he, is the father of a 10-year-old boy. What was it with her, I wondered, and the subject of transsexuals? Her biggest mainstream success to date was in the 1999 true-life movie Boys Don't Cry, in which she played Lana, a Nebraskan woman who fell for cross-dressing teenager Teena Brandon (played by Hilary Swank), believing him to be a boy. When Brandon's true gender was revealed in 1993, she was raped and murdered.

"People keep making that comparison but I don't," she says. "I didn't even think about Boys Don't Cry once when I was making this because Boys Don't Cry was about a real person. It's so hard to make films about true crimes or real people without me feeling a bit icky about it. I still think about the girl who I portrayed and her in her trailer in Nebraska, and here I am... I dunno... it just doesn't sit right with me."

Although Hilary Swank rightly bagged an Oscar as Brandon, many critics thought that Sevigny, nominated as Best Supporting Actress, should also have won. It was the culmination of a run of eye-catching roles that began with Larry Clark's controversial 1995 picture Kids, in which Sevigny played an HIV-positive 15-year-old, and continued with Gummo, by the same writer as Kids (and by then her boyfriend), Harmony Korine, a tale of nihilistic Ohio white trash. After that she was Kate Beckinsale's plainer 'best friend' in Walt Whitman's tale of Ivy League graduates, The Last Days of Disco, the last time that Sevigny was believably able to play an innocent. For next came Brown Bunny, in which she took her co-star and director Vincent Gallo in hand as well as in, well, mouth.

Mmm... tricky. Think I'll leave discussing that un-simulated blowjob till we've broken the ice, especially as Sevigny has already fired a shot across my bow by telling me that, in response to a question about whether she likes talking about herself, "there's lots of variables – how I get along with the journalist, or not, and if I feel he's provoking me." Better a tactical retreat, then, back to Darien, Connecticut, a WASP enclave where she was raised. To get an idea of the place, the town was used as the location for both The Stepford Wives films, and was also the setting of the 1947 novel (and subsequent Elia Kazan movie) about American anti-Semitism, Gentleman's Agreement, and Sevigny herself has dubbed her hometown 'Aryan Darien'.

How do the locals feel about that? "I don't know what they think," she says. "I mean, f what do they think of Gentleman's Agreement? Nobody's ever come up to me in the grocery store when I go home at Thanksgiving and said 'How dare you?', so... maybe they agree."

Teenage Sevigny would regularly berate her parents for living amid such homogenised exclusivity. "I know they worked really long hours to live there, but I don't think I'd subject my children to that kind of upbringing," she says. "I don't think they realised the snobbery that happened in the school and how kids without as much money would be picked on. I was picked on... not that we were a poor house."

She rebelled by experimenting with hallucinogenic drugs, and once shaved all her hair off and sold it to a Broadway wig-maker. She also took to her room and sewed – developing an eclectic fashion sense that would prove profitable in later life. But mostly she was lonely. "I still feel a bit of a loner," she says.

Sevigny did eventually find acceptance in Darien, with her older brother Paul's skater crowd, and, at the age of 18 followed him to Brooklyn – and it was hanging out with skaters in New York's Washington Square that she was discovered and befriended by Harmony Korine and eventually cast in Kids. She was also spotted by a fashion editor, who asked her to intern at her magazine, later modelling for the magazine as well as for X-girl, the fashion label of Kim Gordon of Sonic Youth, and appearing in music videos for Sonic Youth and the Lemonheads. Happening times for the lonely girl from 'Aryan Darien', culminating in the 19-year-old Sevigny being shadowed around New York by the 38-year-old novelist Jay McInerney for a seven-page New Yorker profile, 'Chloë's Scene', and being proclaimed 'the new It-girl'.

"I remember going out with him one night to the Tunnel," she says – the Tunnel being the Lower West Side nightclub that featured in Kids, and which was also where Patrick Bateman scored cocaine in Bret Easton Ellis's novel American Pyscho (the movie of which, with neat circularity, featured Sevigny). "I felt it was kind of a privilege... this guy was an iconic New Yorker, writing a story about me. I guess it was a bit weird because I was so young. I remember him coming home to Darien. I knew what The New Yorker meant, my dad had a subscription... I knew it was very high-brow... I felt intimidated by that, maybe not feeling worthy. But I guess people are interested in youth. I mean people haven't stopped talking about it 20 years later."

She got two things from the article, she has said: a lifetime subscription to the magazine and a rubber Helmut Lang dress. Today, for our interview, Sevigny is wearing a red cotton blouse-dress with cut-out shoulders – one of her designs for Opening Ceremony, the New York designer label with which she has collaborated since 2008: "Basically, things I want to wear, inspired by hours spent watching the kids go by. I want to make girls feel strong and good about themselves – and if that can come through a garment, so be it."

She has also inspired other designers with her eclectic thrift-store dress sense and, while simultaneously doing lucrative modelling jobs for Miu Miu, Dolce & Gabbana and H&M, claiming that she would rather pay the bills this way than by doing "movies or TV I didn't like." "The fashion world is fascinated by her," wrote designer Marc Jacobs in 2001. "She stands out in a sea of often clichéd-looking actresses."

Certainly no one in Hollywood looks anything like her. Today, with her naturally blonde hair dyed brunette for Hit+Miss, and scraped severely back, I'm unexpectedly reminded of Wallis Simpson. Something to do with the powerful chin, perhaps. Her hooded eyes were perfect for the stoned somnolence of some of her early Generation X roles. They are certainly not the conventional Hollywood looks, although, after her Oscar nomination for Boys Don't Cry, there was surely a moment when the mainstream beckoned? What about the story that she turned down half a million for Legally Blonde, and the role eventually taken by Selma Blair?

"Why does everyone keep saying this?" asks Sevigny. "I was never offered Legally Blonde – that's an internet lie... one of many hundreds. It just enrages me. Drop the Legally Blonde thing." In fact, she says, the Oscar nomination didn't open any A-list doors.

"It didn't change anything. I think the Best Supporting Actress category... there's been lots of women who've been nominated and nothing's really happened. Anyway, I think the Oscars now have lost any weight."

In fact, post-nomination, Sevigny continued in her own sweet way, often bringing more to roles than they sometimes warranted, and notching up an array of directors, a CV that has made her the 'queen of indie movies' – Lars von Trier (Dogville), Woody Allen (Melinda and Melinda), Jim Jarmusch (Broken Flowers), David Fincher (Zodiac) and Vincent Gallo. Oh, yes, Gallo. I guess we know each other well enough by now to discuss fellatio. What possessed her to film that scene at the end of Gallo's 2003 road movie Brown Bunny?

"I really believed in him as a director and a filmmaker and I thought we were doing something punk. It was a punk gesture. We're going to push it to the limit and maybe we'll go down in history as the best or worst or wildest or whatever." In the event, the critics reckoned it was among the worst, and panned her punk moment, or rather the film that climaxed with it – although she did find support from some quarters.

"Actresses have been bullied into performing similar acts for filmmakers since the movies began, usually behind closed doors," wrote Manohla Dargis in the New York Times. "Ms Sevigny isn't hiding behind anyone's desk; she may be nuts, but she's also unforgettable."

"Sex scenes are difficult, simulated or not," is how Sevigny puts it. "It sucks either way."

"As it were," I say.

"As it were," she echoes flatly, bored by the double entendre. There were reports of a backlash after Brown Bunny, something Sevigny denies. "There were all these rumours, like getting fired from my agency, which is not true," she says. "And they said things about me not being marketable, but was I marketable beforehand? No. I mean I've always been this indie, outside-the-box girl. Afterwards I got cast in a Woody Allen film, and Zodiac and then a big show on HBO. So people can say what they like."

The HBO show was Big Love, a drama about a polygamous Mormon family in which, for five seasons, Sevigny played conniving, shopaholic wife number two, Nicolette, and for which she won a Golden Globe in 2010.

"That was surprising," she says. "I got really giddy and emotional when I got up on stage. I couldn't believe I was getting this pat on the back, even though it was from this small collection of foreign journalists." There, that's put the Golden Globes in their place. Does she think that her quirky career choices may have led to greater longevity than more conventional leading ladies?

"I think it's harder to get to the top and then maintain, like Kate Hudson or even Hilary [Swank]", she says. "I really like Julianne Moore – I think she's a great movie star, a quiet movie star. But like Sandra Bullock? I don't know. Everybody has their own battles. I'm happy in my own career, and hope the work will remain consistent, and if not then I'll have to sell my apartment and move somewhere cheaper."

That apartment cost her $1.6m. Her brother Paul, now a DJ, lives a few blocks away, but Sevigny lives alone since the end of her eight-year relationship with Matt McAuley, a member of the noise-rock band A.R.E Weapons. It seems she has a thing about musicians, having also once dated Jarvis Cocker. Is she still in touch with the Pulp frontman? "A little bit," she says. "I saw him at the Leeds Festival but I don't like to stay in touch with any of my ex-boyfriends to be honest."

Her only immediate plans are for a long holiday in Jamaica. Sky are hoping for a second series of Hit+Miss should it prove a hit rather than a miss. Would she be tempted back?

"I think I'd like to see how it comes out, and what they would have in mind," she says. "And, more importantly, how long I'd have to suffer Manchester." I don't see the locals putting down the red carpet for her somehow.

'Hit+Miss' starts on Sky Atlantic in May