The actress, 32, plays Kate Macer, an FBI agent who joins an elite task force stationed on the border of U.S. and Mexico.
The unit uses “very unconventional, lawless methods to topple this drug lord, and it doesn’t sit very well with her,” Blunt told PEOPLE at the Cannes Film Festival, where Sicario debuted to terrific reviews.
“The challenge was playing someone with such restraint who is in the dark for most of the movie. She is completely unsure of what is going on for much of the film,” said Blunt. Josh Brolin also stars as Macer’s government boss, and Benicio Del Toro plays a mysterious consultant named Alejandro.
“It was a very happy shoot, bizarrely, for such dark subject matter,” Blunt added. “It was quite a joyous set to be on.”
“I had to be the parent on the set. They were like kids,” joked the film’s director, Denis Villeneuve, who showed his flair for morally ambiguous material with the gritty 2013 drama Prisoners.
Sicario hits theaters on September 25.