Ledger, who plays the Joker in the upcoming live-action Batman film, died of an accidental lethal combination of prescription drugs in January. He was 28.
"It was tremendously emotional, right when he passed, having to go back in and look at him every day," Nolan told MTV.com. "But the truth is, I feel very lucky to have something productive to do, to have a performance that he was very, very proud of, and that he had entrusted to me to finish."
Nolan said Ledger had many unique, specific ideas for his portrayal of the iconic villain.
"We talked about Alex in 'A Clockwork Orange,' we talked about Johnny Rotten and Sid Vicious, having a younger approach to the Joker, really tapping into what can be threatening about a guy like this," Nolan told MTV.com. "It seemed that the youthful-anarchy idea (worked best.) It is that fear of a teenager, the fear of the rebel in society that some of these people embody and that gave us the idea of having a little bit of a punk aesthetic to it."