The star of HBO series Rome "sat in a darkened room watching serial killer interviews on YouTube for days and days", an eye-opening experience which unearthed some patterns about the killers.
"I based this character on three real serial killers and really looked into those men. As far as I can tell it's all about powerlessness, often when they were a child and had an abusive father, drunken mother, sexual abuse or something that made them feel powerless. Then as they grew up they had a desperate urge to exert power, mainly over women."
With the finale approaching this month and the series picked up for a second season, Bacon has successfully made the transition from film to television schedule. He says watching his actress wife Kyra Sedgwick star in her show The Closer for seven years helped him prepare for the change of pace.
"Movies are hard. I've shot a lot of movies where you work really, really hard. Television is hard too and certainly an hour is difficult, but I've had a good second-hand sense of it from seeing Kyra on The Closer. And also from directing, I know the kind of hours you have to put in."
Bacon doesn't plan to take the director's chair on The Following - "directing yourself is harder because there's just no time - forget taking a nap or even taking a leak!"
And though fans of the celebrity couple would love to see Emmy-winning Sedgwick, 47, guest-star, he doesn't intend to bring her on.
"She loves the show, but it's always a weird thing with us working together because we don't want to do something that takes people out of the reality of the show.
"We try to suspend disbelief all the time and if you have in your head [while watching], 'Oh wait a second, they're married,' it stops that. So you've got to choose projects you work on together very carefully."
Though they may not work on this thriller together, the couple - married for 24 years with two children - do watch spine-chillers together.
"Kyra went to Sundance one year and somebody handed her a DVD," says Bacon. "We didn't know anything about it so we popped in The Blair Witch Project without knowing it wasn't real. We were up alone in the country watching this thing and I've got to say - it was scary! Then I heard something in the backyard and had to go in the middle of the night to check it out. That movie definitely got me."
• The Following screens on TV One on Mondays at 9.30pm.