Pitt, who plays Jimmy in new HBO series Boardwalk Empire, has previously appeared in movies including The Dreamers, The Village, Silk and Funny Games.
Speaking to Martin Scorsese for Interview magazine, Pitt explained that he was concerned about how to develop his Boardwalk Empire character over the series.
"It's definitely difficult," he said. "I think I approached it as though I was making a film, for better or for worse... The hardest part is that your performance is spread out over a long period of time, so you're working with this character in a different way. And then the flux in the directors can be difficult."
He added: "It's definitely an interesting medium. The challenge that I face is that there are things about the character that you want to keep open, that you don't want to address immediately, and how do you do that without making the character too vague? And then you want to make choices, but you don't want to box yourself into a corner."
However, Pitt revealed that he loved working with Scorsese on the series.
"At first I was kind of speechless," he said. "But then I saw Ben Kingsley give an interview when Shutter Island came out, and he said something that I think sums it up. I'm probably misquoting him but to paraphrase, he said, 'Marty is undoubtedly the smartest person in the room but he makes you feel like you're as smart as he is'. And I think that sums up my experience of working with [him] as well."
Boardwalk Empire begins on September 19 at 9pm on HBO.