The pair costar in the new film Sky (in theaters now), directed by Kruger's longtime friend Fabienne Berthaud and also costars Lena Dunham and The Walking Dead's Norman Reedus, who plays Kruger's love interest in the film.
"I didn't know [Reedus] before the film," Kruger told PEOPLE at the Sky premiere in New York City Thursday night, which she attended sans Jackson.
"We share a lot of intimate scenes," she revealed, "I was really nervous about meeting him and not being able to have a drink with him, or talk with him."
But Kruger, 39, said she was "pleasantly surprised" with Reedus, 47, and that he is nothing like the "dude" characters he tends to play: "He's so relaxed. He's really easygoing, very gentle."
And Reedus was equally impressed with his costar, saying, "She's a dream."
Ethan Miller / Getty
Reedus even got Kruger hooked on The Walking Dead: "He kind of guilt-tripped me for not knowing what it was about," she shared, "but I started in season 6, so I'm filling in holes!"
As for the prospect of having boyfriend Jackson, 37, on hand while she filmed her sex scenes with Reedus? "I would not recommend having your better half on set when you have to [film it]," she advised.
Jackson, she assured PEOPLE, "was not around! No, no."
Jackson, meanwhile, is no stranger to this scenario: The Affair actor revealed on The Ellen DeGeneres Show last year that he and Kruger do not watch his steamy scenes together, either.
"That's what I do for a living," he said, noting it comes with the turf. "Then I go home and I'm like, 'Oh, babe, I had a great day today. I had sex with two different women, and I felt like it went really well!' " he joked.