Chastain, 35, won critical acclaim for her role in the film as a tough CIA agent, who uncovers the whereabouts of terrorist mastermind Osama bin Laden leading to his real-life assassination in Pakistan on May 2, 2011, reported Daily Express.
"When I found out she didn't get nominated it really felt like an arrow into my heart because so much of my performance is because of her and her trust in me and her guidance in my role," she said.
Her performance in the film earned Chastain a Golden Globe Award last week and also landed her a nod for Best Actress at the Oscars next month, while 'Zero Dark Thirty' was also shortlisted for Best Picture.
