“I absolutely won’t kiss you,” says Haley Bennett firmly. In a huge hotel room off High Holborn, the actress is curled into a velvet sofa, nursing a heavy cold and determined to keep it to herself. It was inevitable she would catch something, she acknowledges. “I have months of this,” she says, waving at the aircon. Last night she was out walking a London red carpet in a shoulderless bespoke Valentino dress. A few days earlier she was in Toronto doing much the same thing. Before that, another town, another plane, another movie.

Bennett is 28, with the restlessness of an 18-year-old and the jaded career perspective of someone who is 48. “I’ve been doing this for almost 10 years,” she reminds me, twice, as we talk. Right now, though, she’s on a high-speed journey away from normal life; this month marks the global release of The Girl on the Train, a sexy, chewy noir based on the bestselling Paula Hawkins novel. After that, unusually, she has a steady flow of prestige high-profile projects over the next five months, including Warren Beatty's period drama Rules Don’t Apply, Terrence Malick's long-awaited Weightless and Thank You for Your Service opposite Amy Schumer and Whiplash’s Miles Teller. It’s a work rate that makes Jessica Chastain look like a slacker: why so many movies? “I went to as many auditions as possible, and then this happened,” she shrugs helplessly. “It wasn’t part of a grand plan.”

She may be on a fast track now but Bennett is taking none of it for granted. It was 22 films ago, when she was 18, that she arrived in Los Angeles from Akron, Ohio and landed a part as the spacey but sweet pop star who saves Hugh Grant and Drew Barrymore’s songwriting career in the 2007 rom-com Music and Lyrics. Billed as a rising star, with magazine headlines like Haley’s Comet, she seemed poised for a big breakthrough but after the film came out “nothing was ever that easy again”. She says she didn’t work for a year; “I got broke, I got heartbroken. Two years ago, I was in a very different place. But I’m glad that this has been a progression, rather than a sudden thing because before Music and Lyrics all I had done was high school plays. I needed to find my footing as an actor, and get some experience.”

The experience includes teen horror flicks such as The Hole and Molly Hartley, trippy sex comedies like Kaboom and even a shaggy dog story (Marley and Me), but she credits Terrence Malick with opening a new chapter of her career. They shot Weightless back in 2012 but his usual compulsive fiddling in the edit suite means it won’t be released until next year. Nevertheless, other filmmakers sat up and took notice after Malick’s name appeared on her CV. Hollywood’s most elusive filmmaker even mailed a letter of recommendation on her behalf to director Antoine Fuqua when he heard she was being considered for a role in The Equalizer. “Terrence actually wrote out a note for him on a typewriter,” she recalls, “which was incredibly gracious and flattering.”

Not that Bennett doesn’t have some moves of her own. When Fuqua was looking for someone to play the tough widow who hires Denzel Washington, Chris Pratt, Ethan Hawke and other renegades in his version of The Magnificent Seven, Bennett turned up for the audition with her sweetest smalltown Ohio manners, plus a home-baked apple pie.

“That’s not really who my character is in the film,” she admits, “but it was close to how women were at that time. They baked and did housework, although because the men were gone they had to do their work too. I used to joke that the pie was the thing that pushed me over the edge.”

A crack shot with a rifle, Emma Cullen was no dusty damsel in distress, and Bennett spent three months before production learning frontier skills. "I rode horses every day, and I shot guns every day. I also took boxing lessons, not because she punches people in the film, but because I thought it was important that she would know how to fight.”

The Magnificent Seven opened last week, and slightly to Bennett’s chagrin, not everyone recognised her work. At the UK premiere for The Girl on the Train, a woman came up to congratulate her, then asked if she had anything else coming out. “I said that I had The Magnificent Seven coming out on Friday. And she said, 'Oh, I saw that movie – who were you?'"

Bennett winces: as the lone female star in a male-dominated western, she should stand out like a koi carp in a septic tank. “I told her I was Emma the pioneer woman. She was like, ‘Oh my god, I would never have made that connection!’”

Couldn’t that be viewed as flattering? Perhaps proof that she had managed to disappear into the character? Bennett is having none of it. “I felt she was looking at me and thinking – ‘No, you weren’t in that film. That wasn’t you.’” She thumps her cushion for emphasis: “It. Was. Me. I. Worked. Six. Months. On. That. Film!”

To be fair, Bennett has the kind of malleable looks that change from film to film, and from scene to scene. At times she could pass as the sister of another famous movie actress: “I do hear that a lot,” she laughs. “When I’m out the street, I get people whispering behind me, ‘Isn’t that Jennifer Lawrence?’ I should start doing autographs – although if you stood us side by side you wouldn’t make that mistake.” Today, she sounds a bit foggy, but looks every inch a feline beauty with languid limbs, almond eyes and glassy hair. “Thank god for product and blusher,” she pans, reaching for a tissue.

In The Girl on the Train, the actress shifts from sleekly sexy to something more feral, raw boned and haunted. Megan is the mysterious catalyst at the centre of Hawkins' 2015 novel; a woman glimpsed rather than clearly seen until the story unpacks some harrowing secrets. With its sharp psychodrama, lookalike Hitchcockian blondes and solidarity with the trials of thirtysomething women, the book begged for a film treatment, but its success sets a high bar for a movie. On my flight down to meet Bennett, three women around me cracked open their copies of the book.

Bennett counts herself as an early fan. While filming The Magnificent Seven, she wandered into a bookshop looking for something to read. “I was working with seven guys in a testosterone bubble. I didn’t know that it was a bestseller, and that it was such a phenomenon. I was just drawn to the cover of the book because it was a girl on the train, at a point when I was working every day with seven guys. When I picked it up in a bookshop in Louisiana and saw that there were three female narrators, I thought, ‘This is exactly what I need.’”

Bennett raced through it in a weekend. “I couldn’t put the book down, I just stayed up all night. But I don’t think I’m alone in doing that – everyone I've talked to says they finished that book in two days.” Remarkably, she was unaware that The Girl on the Train was en route to becoming a movie. Steven Spielberg’s Dreamworks had scooped up the rights before publication, with Erin Cressida Wilson (Secretary, Fur: An Imaginary Portrait of Diane Arbus, Men, Women & Children) shaping a screenplay that relocated the drama from London with its Tesco and Daily Mail headlines to New York, though Blunt keeps her English accent in tribute to Hawkins’ story.

Two days after she finished reading Girl, Bennett got a call from director Tate Taylor, asking if they could meet. Blunt, fresh from her Oscar nomination for Sicario, had already signed up as the title Girl, but finding the perfect Megan was proving a challenge.

“I was lucky,” marvels Bennett. “The costume designer on The Magnificent Seven was Sharen Davis, who also worked with Tate on his film The Help. When she heard he was casting, she said to him: ‘You’ve got to meet this girl.’ So I drove down to Mississippi and had a lunch with Tate and we got know each other over BLT sandwiches.”

The Girl on the Train has all the mechanics of a thriller but at its heart lies three great character studies. For Taylor, whose credits include the 2014 James Brown biopic Get On Up, the challenge lay in delivering an unflinching portrait of class, fidelity and unmet expectations, without skimping on the pleasures of a thriller.

Initially the film homes in on Rachel (Blunt) riding a commuter train every day, while casting envious eyes towards the pretty clapboard home where Megan lives as half of a seemingly perfect young couple in love. Then there’s Megan’s employer, Anna (Rebecca Ferguson), who married Rachel’s ex-husband (Justin Theroux) and lives in Rachel’s old home with him and their baby daughter.

Few big-budget Hollywood films feature such a trio of compromised female characters. Blunt is an angry, self-loathing alcoholic prone to blackouts. Ferguson’s character is unnerved and needy, while Megan is perhaps the most damaged of the three. “One day during filming, Paula came in on set and said to me, 'You’re exactly what I imagined for Megan,'” says Bennett, wryly. “And I remember thinking, 'Oh my God, what a terrible thing to say.'”

“I meant physically!” clarifies Hawkins, when she hears Bennett’s story.

Name 10 recent movies that have been packed with rich parts for women? You can't do it, and neither can I. That’s one thing that makes The Girl on the Train such a standout. “I think we all had to go to some pretty dark places for these characters,” says Bennett. “Megan certainly isn’t someone I relate to. It was a dream role but Megan is basically a wrecking ball. There were days when I didn’t want to get out of the car and go to work. I’d say, 'I’m not going in there, I’m not going to face this.’ I dreaded. I spent a lot of time dreading.”

“It’s a tough role,” Taylor confirms to me later. “Haley had some tough scenes, plus her character has a lot of nudity. She was great to work with, and a real trouper but her character is deeply unhappy and that’s very exposing.”

There’s one scene that is bound to have everyone talking, a moment which unlocks the key to Megan’s despair, alone in a cabin. Even now, Bennett is reluctant to revisit that part of the film. “We shot it very quickly with a skeleton crew,” she says, picking absently at the sofa. “Taylor didn’t have a lot of people around so that it was very intimate. I tried not to over-prepare because if you over-think emotions, you can psyche yourself out."

At the same time Bennett says she found the work liberating. “There’s been a lot of chatter about ‘I can’t believe there is three women in the movie’, which sounds so odd – but if you look at filmmaking, you tend to find that women in movies are usually held to this ideal of being pretty, likeable or witty. I don’t think that stands here. All I want is for people to understand Megan.”

There’s another preconception about women in movies … “Yeah,” she says immediately. “That women are catty, and that there’s rivalry between actresses, but the truth is quite the opposite. Emily and I had met before at a fashion event, and we huddled together. She struck me as very normal and very kind. And I love that in this film, and on set, the three women at the heart of it all end up united in a funny way.”

The Girl on the Train (15) is in cinemas on October 7