In the Fernando Leon de Aranoa's English-language biodrama, Bardem plays the drug lord Pablo Escobar, while Cruz, 43, is his mistress.
In an interview to Variety, the 48-year-old Spanish star praises his wife, saying she is a great actress and they can always challenge one another to go farther and deeper.
"It was easy working with Penelope. She can immediately tell what I'm doing; where I'm going. We know how to play with each other and try different things. All it takes is a little look, or a word here and there. So we pushed each other to be more daring," Bardem says.
"I wanted to make a movie about what was on his mind; about his personal side. And I really wanted to make this movie in Spanish. But we tried and tried, and just couldn't find the financing. Then, to move things forward, we decided we would do it in English, with Spanish accents, and we were able to mount the production.