The 24 actor admitted that he expected the role to be similar to others in that he would have ample time to rehearse, but was "panicked" to discover that director Lars Von Trier had a different approach to the process of filmmaking.
"There's one constant in every job I've ever done, which is you get to work in the morning, you read it through with the other actors, the director or you and the director block it out, you rehearse it and you shoot it. That constant has never been broken," Sutherland told The San Francisco Chronicle.
Recalling one particular scene, he added: "I realise we're not going to block it, we're not going to rehearse it, he's just going to shoot it. I panicked. For the actor, it was the ultimate nightmare experience, because it was one of the first things we shot and everybody just wanted to be Lars's favourite."
He continued: "He just kept calling, 'Action'. It was like, 'What the f**k are we doing? What page are we on?' But they were really great days. People were really loose.
"That was the one sequence where I watched about eight unbelievable actors all feel like extras that didn't know what the f**k they were doing, and Lars liked that a lot."
However, Sutherland insisted that he learned a lot from Von Trier after finally adapting to the director's methods.
"Once I surrendered to that, there was an unbelievable freedom to it. What it did for me is it did deconstruct everything I knew about what I'm used to doing as an actor," he recalled.
"I was so busy trying to kind of figure out between Charlotte [Gainsbourg] and I in the middle of making the scene, trying to hit the points I thought were important, I became completely unaware of where the camera was, never saw it, actually. I was in a moment and that was a huge education for me."
Watch a clip of Melancholia below: