Entertainment Movies Maggie Gyllenhaal Says Directing 'Incredible' Husband Peter Sarsgaard Was Beyond Her 'Wildest Imagination' "It really surprised me," the actress told PEOPLE at a New York City screening of her new film, The Lost Daughter By Robyn Merrett and Nicholas Rice Nicholas Rice Instagram Twitter Associate Editor, PEOPLE People Editorial Guidelines Published on September 30, 2021 11:00 AM Share Tweet Pin Email Photo: Monica Schipper/Getty For Maggie Gyllenhaal, getting to direct her husband Peter Sarsgaard in her latest film project was an experience like no other. On Wednesday, the 43-year-old actress and filmmaker attended the New York City screening of The Lost Daughter — a movie she directed, wrote and produced. The film stars her husband of 12 years. Speaking with PEOPLE on the red carpet, Maggie raved over working with Sarsgaard, calling the actor "incredible." "My husband is just — he's incredible as an actor. He's also just an incredible man. He was great on set," she told PEOPLE. "I mean, I could totally rely on him. He was just beyond my wildest imagination. It really surprised me." When asked if there were any challenges that came about amid filming together, Maggie said, "[Sarsgaard] isn't the place where the challenges came. He was really the place where the support came." Jake Gyllenhaal and Jeanne Cadieu Make Red Carpet Debut as a Couple at The Lost Daughter Screening Taylor Hill/FilmMagic Also speaking with PEOPLE at the screening event, Sarsgaard, 50, shared that celebrating his wife's directorial debut was special. "I feel emotional," he said. The actor echoed similar sentiments as his wife about collaborating, but added that Maggie made him feel seen while on set — an experience he doesn't take for granted. "She didn't tell me what to do," Sarsgaard told PEOPLE. "She just appreciated what I did. There are a lot of directors that I've worked with that respect me, but don't really understand me or see me. She does. And there's a big difference between those things." "My wife demanded more of me," he added. "I just wanted to do my best for her." The Lost Daughter stars Olivia Colman as a literature professor and mother of two grown daughters who goes on an extended vacation in Greece. While there, she encounters a vacationing family and a young mother who reminds her of her own dark experiences with parenthood. The film is an adaptation of Elena Ferrante's novel of the same name and also stars Dakota Johnson, Jessie Buckley, Paul Mescal, Oliver Jackson-Cohen and Ed Harris. Last month, Maggie told Vanity Fair she felt doubt as to whether she could direct the film, but that the doubts vanished as soon as she arrived in Greece, where the film was shot. "I have never felt more alive and in the current of my life than I felt as a director," she told the magazine. Never miss a story — sign up for PEOPLE's free daily newsletter to stay up-to-date on the best of what PEOPLE has to offer, from juicy celebrity news to compelling human interest stories. RELATED VIDEO: Maggie Gyllenhaal on What She Learned From Coaching Child Actors on 'The Kindergarten Teacher' Alongside Maggie and Sarsgaard, the couple was also joined by The Dark Knight star's brother, Jake Gyllenhaal, at the event. There, he made his red carpet debut with girlfriend Jeanne Cadieu. Taking place at the Lincoln Center in Manhattan, Jake, 40, posed for photos with Cadieu, 25, with Maggie later joining the couple, standing beside her husband. For the evening out, Jake and Maggie appeared to coordinate in velvet ensembles, while Cadieu sported a cream-colored dress as Sarsgaard donned a classic suit. Jake previously supported Maggie at the opening of her film at the 78th Venice International Film Festival earlier this month. The Lost Daughter opens in theaters for a limited run on Dec. 17, before heading to Netflix on Dec. 31.