Mary Harron helmed the 2000 adaptation of the Bret Easton Ellis novel, which was set during the 1980s and featured a yuppie killer named Patrick Bateman.
She told Black Book magazine that the Dark Knight actor struggled in "trying to work out the right way to behave".
"We talked about how Martian-like Patrick Bateman was, how he was looking at the world like somebody from another planet [and] watching what people did," she said.
"And then one day [Christian] called me and he had been watching Tom Cruise on David Letterman, and he just had this very intense friendliness with nothing behind the eyes, and he was really taken with this energy."
Earlier this year, Bale publicly apologised for an on-set rant that occurred during filming of Terminator: Salvation.