"Struensee and the Queen fall head over heels in love with each other and luckily, that was true," explains Mikkelsen. "We actually found all these old diaries and the letters she wrote."
The casting of the 23-year-old up-and-coming Swedish beauty was quite a coup - even if she looks young enough to be Mikkelsen's daughter. "Yeah, but the chemistry really worked," he notes dryly. "Alicia is a very brave talented young girl who spoke Danish in a foreign country and didn't know any of us and had to have intimate scenes with this slightly older man," he muses.
Not that his descent into middle age meant that the ever-adventurous Dane was about to keep his clothes on. "I've done sex scenes in the last three or four films. I don't know why it keeps coming back because porn is all over the place. So what can we achieve with a sex scene? We are not showing anything. But if the film has a theme and in this case where it is a strong part of their relationship, then we need to see it."
A gymnast from the age of eight and a dancer for eight years before he turned to acting, the energetic Mikkelsen has a physicality and skillset unlike most actors. With his movies he is up for anything as witnessed by his almost dialogue-free near-naked turn as a one-eyed gladiator battling it out for months in the freezing Scottish Highlands in Valhalla Rising. That film had been directed by fellow Dane Nicolas Winding Refn, the Drive director who had risen to fame together with Mikkelsen in 1996's Pusher.
Though the pair have planned to make a long-gestating Hollywood heist movie together, Mikkelsen, keen to strike while the iron is hot, has been pursuing more English-language projects.
He has now started filming mob thriller The Necessary Death of Charlie Countryman with Carey Mulligan and Shia LaBeouf. And after his turn as Le Chiffre in the 2006 James Bond picture Casino Royale, he will play yet another classic screen villain - Hannibal Lecter, in a 13-episode series titled Hannibal, an adaptation of Thomas Harris' 1981 novel Red Dragon.
"I do whatever I find interesting and that can be a blockbuster because it's a very entertaining family film, and my kid can see it, or something like The Hunt because it's super-radical and very dark.
"I take it from what my gut feeling is and obviously after talking to the director as well. This has always been my approach. I am not planning my career. If you plan your career you can only be disappointed. But if you do the things that you find interesting, or at least make you happy, it will become a career."
LOWDOWN
Who: Mads Mikkelsen
What: A Royal Affair
When: At cinemas from Thursday
- TimeOut