The actor appears as the former Fox News anchor in the upcoming film, which is based on real-life allegations of sexual harassment made against Roger Ailes, the network’s former CEO.
Theron previously portrayed serial murderer Aileen Wuornos in the 2004 film Monster and won the Academy Award for Best Actress for her performance.
She was asked about both roles during a recent screening of Bombshell in New York City, where she explained she found playing Kelly even more challenging.
“This was harder,” Theron said according to People, before pointing to Kelly’s notoriety.
“She’s incredibly well known,” the actor said of the TV personality.
“I’ve never played anybody on that level. I’ve played real people that nobody knows about so there was less pressure when I did those.”
Theron’s portrayal of Kelly in Bombshell has already been praise and even generated some Oscar buzz.
Nicole Kidman and Margot Robbie also feature prominently in the film, respectively as former Fox News star Gretchen Carlson and as a junior Fox News employee named Kayla Pospisil.
Bombshell will be released on 20 December in the US and on 24 January, 2020 in the UK.
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