Von Trier directed Gainsbourg in 2009's controversial Antichrist, which featured scenes of full penetrative sex and close-ups of self-inflicted genital mutilation.
Talking about working with him on upcoming movie Melancholia - which premires at this year's Cannes - Gainsbourg told Psychologies: "I was so thrilled when he called me. I didn't need to read the script.
"I just wanted to have a new experience with him. That doesn't mean it's all easy and I am relaxed about it - not at all. I was nervous about working with him again, but it's good to have a bit of fear."
Of her role in Antichrist, Gainsbourg added: "All actors have the ambition of being extreme. You want to have material that is original, to push yourself. I wanted to be exposed. I wanted to go a bit too far.
"It was cathartic. I wanted to live something. Acting is a way of releasing tension and anger and revelling in being extreme. After we finished shooting Antichrist, I was exhausted but also thrilled.
"I felt very happy to have been able to live on the edge and be hysterical for two months, and then go back to my own quiet self again."
Watch the Melancholia trailer below: