Jaime plays a teenage detective in the movie, which was shot in Wales last month.
Speaking to the Evening Standard about the experience of working with her father, Jaime said: "We've just finished filming and it was great. I was very scared, obviously, but it actually felt more normal than ever.
"He is a professional so helped me through, but we also had a laugh. He plays a butcher in it so it was quite funny."
The Made in Dagenham star said that her father's advice was simple - "follow your instinct".
Ray added that he was initially concerned about appearing opposite his daughter, saying: "Usually, I turn up on set and I just worry about what I am going to do. But with your own children, you worry more about them and want them to be the best. I had to get over that quickly and let Jaime get on with it."
The film, which is due out later this year, was Jaime's first attempt at co-production - something that she admitted to finding difficult.
"I had to look at the money side of things, which was horrible," explained Jaime. "I don't know how they do it, and it's probably not something I would do again.
"I've been working on this character for four years and the project was my baby. It was a very scary, exciting job, very different. It has a sort of Lost Boys, Twin Peaks-y British vibe."
Ray recently revealed that he once turned down a part in The Wire because he didn't want to be away from his daughters.
Watch Digital Spy's recent interview with Ray Winstone on his latest film Tracker below: