But in new spy thriller Red Sparrow, the actress takes her biggest risk yet, going nude on screen for the first time. Jennifer plays Russian ballerina Dominika, who is manipulated into joining a secret intelligence program.
Here, she talks TV WEEK through the challenges of the daunting role.
How nervous were you about getting naked on screen?
There was a lot of stuff that made me nervous before I said yes to this movie. I knew that I was either going to go all the way and do these scenes, or somebody else was going to do the movie. But I've known [director] Francis Lawrence since The Hunger Games, so I had a lot of trust, and that made me feel comfortable.
How did you feel after filming those scenes?
There's a lot of dark material in this movie that's going to make many people uncomfortable. But for us to tell this story and push the envelope was more important than my fears. It was definitely going out of my comfort zone, but I'm happy I did it and felt strangely empowered after.
What other challenges did you have to deal with?
It was my first time doing a foreign accent, so that was really daunting. I had a brilliant dialect coach, who found Russian women from different regions with different accents. I would listen to recordings of the lyrical pattern of the way they spoke, and then cross my fingers and hope for the best.
Did you dance in the ballet scenes too?
I trained for three hours a day, for about four months, because I wasn't going to just turn into a prima ballerina overnight. The dancing had to look authentic. It was more about me learning to use my body differently, and [understanding] the physical and mental discipline these dancers have to go through.
What do you do to unwind at the end of the day? Do you cook?
I hang out with my dog Pippi, turn on the TV and pour a glass of red wine. I don't cook unless I'm trying to impress a guy or something – which isn't happening any time soon – so I use the microwave a lot. I can't take Pippi out at night because of the coyotes. I sprinkled peanuts in the yard to bring more squirrels in, but that just brought more coyotes. So tonight I'm going to pick up every single peanut!