Written and directed by Training Day helmer David Ayer, the film sees Gyllenhaal and Peña play two close-knit LAPD officers who are marked for death by a vicious cartel.
Speaking to Digital Spy about his role in the movie, Peña explained that his priority during their five-month rehearsal period was establishing a rapport with Gyllenhaal.
"When you spend eight to ten hours in the car with one person, you instantly become buddies," he said, referring to life as a real LAPD officer.
"Five months before shooting, that was the first time I ever met and hung out with [Jake]. We really just put a lot of attention on being brothers, that was the one thing we kept talking about over and over and over again... just becoming brothers, and making people believe it."
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End of Watch comes out in the UK on November 23. Watch a trailer for the movie below: