The English actor plays Joe Carroll - the serial killer nemesis of Kevin Bacon's FBI agent Ryan Hardy - on the new US drama.
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"He's a man who is nihilistic to the Nth degree, who celebrates death... he's pretty bloody frightening!" said Purefoy.
"He wants to get Ryan and cause him immeasurable pain."
Purefoy went on to describe The Following - which has been created by Scream's Kevin Williamson - as "incredibly exciting television".
"It's fast-paced, you never know what's going to happen next," he explained. "Just when you think you're safe, the writer pulls the rug out from underneath you and spins the audience off in a different direction."
The Following debuts on Sky Atlantic in the UK on Tuesday, January 22 at 10pm. The series premieres a day earlier on Fox in the US.