The 35-year-old portrays a CIA agent in director Kathryn Bigelow's new drama, which chronicles the real-life search for terrorist leader Osama bin Laden, reported New York Daily News.
"I needed a break. I walked behind a building and ugly-cried for 10 minutes. Just being in that environment for so long was tough," she said.
Chastain admits she was apprehensive about tackling the project from the start because she was unsure she would be able to handle the demanding character.
"I hadn't done anything like this before. When I read the script, I thought, 'What did Kathryn Bigelow see that she thought I'd be right for this?'," she added.
Later the actress ended up dropping out of the Tom Cruise movie "Jack Reacher" to take on "Zero Dark Thirty".