The 44-year-old actress plays Maria Belon, a survivor of tsunami disaster that had hit the coast of Thailand in 2004.
The ocean scenes were shot in massive water tanks in Spain, where the actress was tossed by huge waves and debris.
This reminded Watts of a childhood memory where she was caught in an ocean current and was rescued by her brother, reported Daily Star online.
"I was 14, my brother was 15, and as a result I've always had a fear of the waves," Watts said.
Directed by Juan Antonio Bayona, "The Impossible" has already released in Spain and Thailand.
It is set to release in the US on December 21.