The actress plays Sabina Spielrein in the film, an 18-year-old girl who is diagnosed with hysteria in the early 1900s and subsequently has an affair with psychiatrist Carl Jung (Michael Fassbender), who is in charge of her treatment. She also becomes involved with Sigmund Freud (Viggo Mortensen).
Knightley told The Huffington Post that while she was apprehensive about the highly sexual parts of the script, she understood the importance such scenes played in the overall story.
"Yeah I was [nervous], definitely. Particularly in the internet age, you suddenly have to think about this in a way that I don't think people had to do [before]. I did seriously question whether I should do it or not and I spoke to [director David Cronenberg] about that," she explained.
"Essentially, I wanted to make sure that it wasn't going to be sexy or kinky and he was totally from the outset like, 'That's absolutely what I don't want to do. This is about showing what's going on inside of her'.
"The fact that it was shot in a very clinical and kind of brutal way, there was no kind of voyeurism - I thought it was incredibly important to the story."
Knightley went on to say that the role also allowed her to become familiar with the work of Jung and Freud, which she had never delved into previously.
"I vaguely knew it was about sex and blaming your parents; apart from that I had no idea. So I had to do quite a lot of research to understand what they were talking about and understand where [Sabina] was coming from and the nature of the illness that she had," she said.
"She's a very tricky character and hysteria is something I certainly wasn't familiar with."
> Keira Knightley's Dangerous Method role originally for Julia Roberts
> Keira Knightley: 'David Cronenberg's Dangerous Method was fun'
Watch the trailer for A Dangerous Method below: