And the 27-year-old last night revealed she intimidated her co-stars with the amount of study she did to play Anna Karenina.
Knightley attended the premiere of the film in London's Leicester Square wearing a Chanel gown on an opulent red carpet hung with chandeliers.
She plays the doomed heroine in Tom Stoppard's new adaptation of Leo Tolstoy's epic Russian love story, directed by Joe Wright and co-starring Jude Law and Aaron Taylor-Johnson.
She revealed during filming her copy of the novel became filled with Post-it notes.
Knightley said: "I'm very into stationery. I think I frightened all the boys because I'd done so much homework. Or rather they could at least see the homework I'd done because I go for colourful Post-it notes. It terrified them."
Law plays Anna's husband Karenin in the film, while Taylor-Johnson is Vronsky, her lover.
Taylor-Johnson admitted he felt nervous even at his initial screen test with Knightley but she put him at ease.
He revealed: "It was at Joe's studio and we did a reading together, I was kind of nervous.
"But I got along with her straight away, so that helped. We had a laugh and a chat, it was cool."
Law, 39, was made to look old, ugly and balding to play Anna's sombre husband.
He revealed: "My haircut didn't go down very well with my children.
"I think that's why I wore a hat for the best part of three months."
Anna Karenina opens in cinemas on Friday.