Ten years ago, Mikey Madison was destined for a life on horseback. The actress who this year, at 25, became the talk of Hollywood has said that as a child, she preferred the company of animals to other children. Until the age of 15, she was set on becoming an equestrian.

She also liked the cinema, however. “And I thought one day that it would be interesting to try to be an actor, what those connections would feel like,” she says. “I think I was craving intimacy on a deeper level. To me, acting is a way you are able to experience so many different emotions, but underneath this kind of safety net.” She gave up competitive riding. “I had committed my life to it. Now, acting is the most important thing to me. I think, when I want to do something, I’m completely committed to it.”

That commitment is clear in Anora, where, in her first lead role, she plays a lap dancer who gets swept up into the psychodrama of a Russian oligarch’s family. Unquestionably, the film is the critical darling of the year. The hugely popular winner of the Cannes Film Festival’s Palme d’Or, it has opened across the US to audiences who are reported to clap spontaneously through the film. This month, it was nominated for five Golden Globes, including Best Actress in a Musical or Comedy Motion Picture. Oscar nominations are yet to come, but Madison – who last week made a New York Times list of 10 performers who “broke away from the pack this year by channelling guts and grit into their work” – is a very hot contender for the Best Actress award.

Madison grew up in Laurel Canyon, in Los Angeles, the daughter of two psychologists. She is an uncomfortable interviewee – shy, stiff, formal and accompanied at Cannes by her chihuahua, Jam. Since then, she has revealed that she was unhappy at school, found it difficult to learn in the prescribed ways or to socialise, and found more fellowship with animals than other children. She is regularly photographed out walking Jam; Vogue Australia last month ran a story gushingly headlined “Mikey Madison is the most glamorous dog walker we’ve ever seen”.

She has now been acting for almost 10 years. On screen, this diffident woman turns into a fireball who is utterly uninhibited, ready to scream, swear, strip and throw herself into any situation. As she says, her commitment is total. Anora director Sean Baker first saw her playing a small role as one of Charles Manson’s girls in Quentin Tarantino’s 2019 film Once Upon a Time in Hollywood.

“She comes on in the last 10 minutes, sitting in the back of the car snorting, oink oink, and I was like, ‘Who is she?’ ” Three years later, Baker and his producer wife, Samantha Quan, went to see Madison in Scream, where she plays a killer fried to death in hand sanitiser. By that time, he was writing Anora. “We made our decision in the theatre, going, ‘OK, she’s the one’.”

We first meet Anora – or, as she insists, Ani – in a New Jersey lap dancing club, working the room for clients and going through the tawdry bump and grind of the dances. The job becomes more fun, however, once brash young Vanya (Mark Eydelshteyn, a Russian star with a singular resemblance to Timothee Chalamet) arrives. Vanya asks Ani to a party, then hires her for a week in-house at his parents’ showy mansion. He is only 21, a wastrel who is out for a good time; drink, drugs and a first-class trip to Las Vegas beckon. Vanya is like a puppy, out of control and fixated on sniffing every corner of life; Ani is his sex kitten. Of course, he will betray her in a heartbeat.

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Baker finds it hard to explain how he became the indie director who makes films about sex workers and street hustlers. “My last five films have focused on sex workers. That has happened organically, really; it wasn’t a master plan,” he says. “I think I’m focusing on people who work outside the system, in the underground economy, who perhaps have some kind of stigma applied to what they do. The fact is, I did so much research about sex workers it was something writing itself after a while, because I’d heard so many stories.”

Baker’s extraordinary 2015 film Tangerine, shot on three iPhones with Hollywood transsexual street prostitutes playing versions of themselves, put him on the critical map. The Florida Project (2017), about a motel flophouse where poor families live in the shadow of Disneyland, starred Willem Dafoe and was Oscar-nominated. Red Rocket (2021), a black comedy about a washed-up porn actor, won several awards for lead actor Simon Rex.

After seeing Madison in Scream (2022), Baker kept writing Anora. Madison, having jumped at the role, had almost a year to prepare. She took Russian lessons and did three months of pole dancing training. Her father helped out by putting up a pole in her house. “And I went to a lot of clubs in Los Angeles,” she says. “I got dances and tipped the girls so I would have an idea of how to navigate those areas; I also talked to multiple sex workers who lived similar lives to Ani’s.”

What did she learn? “That it’s a hard job – and a real job. And I can say it is one of the few jobs that is equally physically and emotionally demanding: physically because you are using your body – constantly working out, essentially – and emotionally because you are trying to make a connection with someone, trying to entice someone to want to spend their time and money to be with you. It’s a lot. I have the utmost respect for the women who do this.”

Unlike some directors, Baker’s approach was always collaborative; he consulted Madison from the start on acceptable camera angles and sex positions, while she brought her own ideas. “But things were evolving all the time,” she says. The Bakers, Madison and Eydelshteyn lived together for a month before they started shooting. “My relationship with Mark, the energy of that, was different from how I pictured it, because I think he’s so charming,” Madison says. On the page, Vanya was a little monster. “But you can’t help but like him at first, because he’s funny and goofy and I, as Mikey, was intrigued by him.”

When Vanya’s parents are told that he is consorting with a prostitute – that he may even have married her – they send in their goons to sort out the problem. None of these self-important plutocrats reckoned, however, with Anora’s force of will. “I think she’s a character who can become defensive very quickly,” says Madison. “So when she senses a threat to this life, which is like a dream come true for her and that she also feels she’s earned, she’s going to stop at nothing to defend it.”

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At this point, drama escalates into farce as the goons and the gal smash the crockery. “I tried to have a rollercoaster of tones,” says Baker. “It’s very important to me to always have humour throughout. I’m from the New York area and I love the New York attitude. That can be aggressive and sometimes a little mean, but for some reason I find humour in that.”

Ani fights like a wildcat; Madison wants me to know that really was her getting pummelled on the sofa and tied up with a telephone cord. It hurt. “And you feel it. You are feeling all those emotions and at the end of the day, I had nothing left in me, because I gave all of it to those scenes. But obviously, any discomfort or pain is completely temporary and the film is forever so, to me, it was like all in.”

It wasn’t until they were well into post-production, says Baker, that his wife pointed out to him that he had made a riposte to Pretty Woman, giving that story the opposite of its sugary Hollywood ending. “I haven’t seen the film since 1990, so it wasn’t an influence,” he says. “But I try to keep things grounded. I remember saying at NYU that I didn’t think I’d ever make a film with a happy ending. Whether that will always be true, I don’t know. But I do try to make it seem there is hope. I don’t want to leave an audience in despair.”

He is certain, however, that he will go on casting people who aren’t actors, including his friends, along with little-seen actors such as Mikey Madison. “I like seeing fresh faces on the big screen,” he says. “I’m not opposed to celebrity, I’m not opposed to A-listers. But if my neighbour who has never acted in his life is better for the character, I will go with him. I’ll piss off my financiers and producers, but it doesn’t matter to me. What matters is the film. I have to sleep at night. And I feel if I’ve compromised in any way, just for the dollar, I will reject my own art.”

Anora opens in cinemas on Boxing Day. The Golden Globes are announced on January 5.