Actress Blake Lively was so anxious on her first day of shooting Woody Allen’s Café Society that she had to hold her co-star’s hand.

Blake Lively was shocked when she was asked to audition for Woody Allen’s new movie Café Society because she never saw herself as “fitting in” the director’s world. The comedy drama is set in 1930s Hollywood and tells the love triangle story between Bobby (Jesse Eisenberg), Vonnie (Kristen Stewart) and Veronica (Blake Lively).

Making her name in teen drama TV series Gossip Girl, Blake, 28, has recently been branching out into more serious roles, including a recent turn as a troubled surfer in The Shallows. But she never anticipated being cast in one of Woody’s offbeat dramas, and was extremely nervous when she auditioned for the role, especially as she wasn’t given any details about the character before she read the lines for the famed director.

“I did it once in a room with a couple of people and Woody – no cameras, very low-key. Then he says, ‘OK, do it again. Just this time, louder’. I realised I must have been whispering, I was so nervous,” she told Total Film magazine. “But the next day, I got a phone call asking if I wanted to do it. A Woody Allen movie is such specific writing, such a refined cadence, so I never saw myself fitting into that world, though I love it.”

Blake, who is married to actor Ryan Reynolds, was also extremely worried on the first day of filming Café Society as one of her first scenes had a lot of lengthy dialogue and she didn’t want to stumble on her words.

“(Co-star) Parker Posey was holding my hand under the table,” she confided. “I was intimidated because he’s an iconic filmmaker.

Café Society is showing in U.S. theatres now and opens in U.K. cinemas on 2 September (16).