"This is going to sound bad, but it's almost like brother-sister," Dornan told host Jimmy Kimmel. "Because I am married and she's had quite a lot of relationships in the time that we've known each other, so that's happening in our own lives."
"You just sort of have this mutual love and respect for each other," he added. "I feel we know each other so well -- intimately."
Dornan said the crew generally keeps the sets closed to respect the actors' privacy during intimate scenes. He also wears a "wee bag" to protect his modesty in more revealing shots.
"They try to keep it a closed set for the sex stuff," the star said. "They try to keep it only who really needs to be in there, like me. They try to sort of minimize how many people are in there."
"I wear a wee bag," he added. "Well, that's the expression from where I'm from, a wee bag. It doesn't mean it's actually wee in size. I wear, like, quite a big bag."
The Fifty Shades films are based on the E.L. James erotic book trilogy of the same name. Dornan said Wednesday that Fifty Shades Freed will have a different feel from the first two movies, Fifty Shades of Grey and Fifty Shades Darker.
"It feels like a different kind of genre," the actor told Ellen DeGeneres. "Obviously, there's still sex in it. There's people who want to see sex, it seems, so we kept a fair amount [in the film]. But, there's definitely a thriller aspect to this one."
"There's really fun car chases, and someone gets kidnapped," he added. "There's a lot happening this time."
Fifty Shades Freed opens in theaters Feb. 9.