When your parents are an acting power couple, your uncle’s a Hollywood heart-throb and your grandparents also work in film, it’s understandable if you don’t think the movie business is that big a deal.
Maggie Gyllenhaal might have A-list pals and an Oscar nomination under her belt, but her seven-year-old daughter Ramona - whose father is the actor Peter Sarsgaard - isn’t at all dazzled by her mum’s day job.
“I think she’s proud of me, you know?” says the actress, smiling. “But I don’t think she thinks it’s the most amazing, glittering thing.”
Recalling some of Ramona’s observations, Gyllenhaal, whose brother is Brokeback Mountain star Jake, laughs, explaining: “It’s funny, sometimes she’ll say, ‘It’s hard to be an actress, you have to take your coat off, even if it’s really cold!’”
Despite growing up in Los Angeles, with her director father, Stephen, and screenwriter mother Naomi Foner, Gyllenhaal “never felt comfortable” there.
At 17, she returned to New York, where she was born, to earn a BA from Columbia University (she also studied at London’s Royal Academy of Dramatic Art), and she and Sarsgaard now live in the city’s Brooklyn region with Ramona and her two-year old sister, Gloria Ray.
“My husband and I were both living in New York when we met, so we sort of just fell into living there,” says the 36-year-old, her voice croaking following a heavy cold.
But she doesn’t love the Big Apple as much as she used to, and is unsure “if we’ll be there forever”.
Next on her wish list of places to live is London, where she filmed the upcoming BBC drama The Honourable Woman.
“I feel like that’s really where I ought to be living. I just have to convince my husband,” she says with a laugh.
“You know how in some cities you just feel like they welcome you in? I feel that way about London. You make friends easily and get the rhythm of the city.”
Gyllenhaal had her daughters in tow while filming the eight-part, BBC political thriller, her first TV role. But she did spend five days on location in Morocco without them.
“It was like a vacation,” she confesses, her already saucer-like blue eyes widening.
“I’d come home and be like, ‘Oh my God, I can just take a bath and eat something, and look at the scene for tomorrow. That’s all I have to do!’”
Gyllenhaal plays Anglo-Israeli Baroness Nessa Stein, who has inherited her late father’s arms business and changed the company’s purpose to laying data cables between Israel and the West Bank.
Nessa witnessed her father’s assassination as a child, was held hostage in Gaza as a young woman, and also harbours a dark secret from her past.
The show’s topical political themes were part of what drew Gyllenhaal to the project: “In particular, the incredibly compassionate and thoughtful way those political ideas are dealt with.”
Mainly, however, she just loved her complex, powerful character.
“She’s so much more alive than I am - than anyone is, really. It’s nice to be in her skin,” says Gyllenhaal, whose breakthrough role came in the 2002 controversial masochist fantasy Secretary, about a sexually dominant boss (played by James Spader) and his submissive secretary. The performance won Gyllenhaal a Golden Globe nomination.
“Hugo [Blick, writer and director of The Honourable Woman] wrote a whole person. He gave me space to be a whole woman who is all the things that we actually are - she’s confident and intelligent and graceful, but she’s also broken and confused and scared.”
Gyllenhaal, who also picked up an Oscar nomination for her role in the 2009 film Crazy Heart, carries off Nessa’s cut-glass accent with aplomb.
“I’ve done an English accent quite a few times now. I did it in Nanny McPhee Returns  and in Hysteria . But this is the first time I’ve ever felt it was totally in my bones.”
The Honourable Woman, BBC1, Thursday 9pm