"He's constantly moving in for a close-up, and then the next take he is running across the stage and getting one shot and then coming back for a close-up again," Gyllenhaal told PEOPLE and Entertainment Weekly Editorial Director Jess Cagle. "There was really no rhyme or reason to the way in which he creates. It's just that instinct."
Watch more of The Jess Cagle Interview with Jake Gyllenhaal this week on PEOPLE.com
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In fact, it was Vallée's involvement that made Gyllenhaal sign on to the film in the first place.
"I had heard and read about his process and how he films his movies and how he treats his actors and just his whole way of circumventing the whole kind of Hollywood vanity style of filmmaking," Gyllenhaal said of the Wild filmmaker. "I loved it. I loved hearing about it, and then when I got to set, [there was] no makeup, there was no lighting."
Read more on Jake Gyllenhaal in the new issue of PEOPLE, on newsstands Friday
Even though it was Vallée's name that first piqued Gyllenhaal's interest in the project, he told Cagle that he almost passed up Demolition because he had just played a character who loses his wife.
"It's funny, because I did this movie Southpaw right before, and at the first act of that movie, my wife dies, and then I was reading the script, and I went, 'I don't know ...' " Gyllenhaal said. "I just came to my own prejudice because I was already going to make Southpaw, and I thought, 'Man, I don't know if I can handle both of those things.' "
Watch Gyllenhaal discuss Demolition, and check out his full interview with Cagle, in the videos above.
Demolition hits theaters on Friday.