The director revealed that Christopher Hampton, who penned the play on which the film is based, had written a version of the script for Roberts years ago, WENN reports.
"[Hampton] had written a screenplay for Julia Roberts called Sabina and it was for Fox," Cronenberg said.
"I think that was 17 years ago and it didn't happen for whatever reason, and he then asked them if he could have the permission to make a play out of it, so it was really a screenplay first and it was based on many things."
Knightley recently commented that she had fun shooting A Dangerous Method, saying that co-stars Michael Fassbender and Viggo Mortensen made the subject matter more enjoyable.
Cronenberg has said that a sequel to Eastern Promises is in the works. The 2007 film also starred Mortensen.
Watch the trailer for A Dangerous Method below: