The 43-year-old actress stars as Hannah, a homeless woman who falls in love with a homeless man (Anthony Mackie) in the story that explores how the two got to where they are now. Connelly said it had been "an amazing experience" to be directed by her husband.
"I had this fantasy that we'd talk about scenes all day," Connelly told the magazine. "In reality, if the man sat down, there was a line of people wanting to talk to him.
"Since we moved so quickly, I think he felt his wife was the least of his worries," she added later.
But the actress knows better than to take their short interaction while filming too seriously.
"We've been married for 11 years," she explained. "We have kids together, so I feel confident in our ability to navigate situations."
Conelly and Bettany met on the set of A Beautiful Mind in 2001. The couple has two children, Stellan, 10, and Agenes, 2.
"I think they're interested in the same way all kids are interested in what their parents do, but it doesn't come up," she said of her children's thoughts about her career. "It affords them some fun experiences. They've seen hardly any of my movies, but they've been on almost every set."
The actress also dished on working in the blockbuster adaptation of the biblical tale, Noah and how relieved she is to be done with the project.
"I had a lot of scenes that were harrowing in their subject matter. Creatively I enjoyed them, but they were the most taxing," she says of her role as Naameh. "Then there were the scenes beneath huge water towers, which were never fun. But you can't complain. That's what you sign up for with a movie called Noah."
While Connelly confessed that she's not a fan of traveling over water in general, she admitted that given the opportunity to choose between getting "on the vessel or [perishing] with the rest of humanity,' I'd be happy to be invited aboard."
You can check out Connelly's full interview here.
Notable deaths of 2014 [PHOTOS]