On the BFI London Film Festival red carpet, Cotillard insisted she had no fear of her huge co-stars.
"I got to really have a strong connection with the whales, even though I'm not very comfortable being in an environment where the animals are kept in captivity," she said.
"I didn't fear the animals, it was just the environment they're in. These big, magnificent animals in a swimming pool doesn't make sense to me.
"But then there's something very special with them because they're huge, gigantic, beautiful, and still wild."
Cotillard -- who was joined at London's Odeon West End by Audiard and Belgian co-star Matthias Schoenaerts -- has been tipped to win her second Academy Award for her performance in the film.
The actress previously picked up an Oscar for her portrayal of troubled singer Edith Piaf in the 2007 biopic La Vie En Rose.
But Cotillard, wearing a black Dior shift dress, said the awards buzz didn't bother her.
"There's never pressure but I'm very glad that people like the movie and like what I do in it. That's what matters," she added.
Earlier in the evening, US actress Elle Fanning attended the premiere of Ginger & Rosa, about two friends growing up in 1960s London.
The 14-year-old confessed her audition was daunting.
"I was so nervous. I had to audition in front of Sally (Potter, director) who is from London, with an English accent, and I didn't want to mess up," she said.
"Afterwards, when I knew I had got the film I worked with a dialect coach and got the accent as perfect as possible."
And Fanning revealed she loved the vintage costumes she wore in the film.
"We were beatniks and wore skinny jeans and we had a lot of fluffy sweaters. It was fun to try it out," she said.