The film focuses on the late director''s relationship with wife Alma Reville during the making of his 1960 hit slasher film Psycho.
Speaking on the red carpet outside the British Film Institute on the South Bank, Sir Anthony, 74, said he was "obviously a little nervous" about the role, Sky News reported.
"I didn''t want to hear my voice back or see any of it, I wouldn''t see any playback because I didn''t want to shock myself," he said.
"I saw the film when it was finally cut together and I was very pleased with it.
"It was a tough role to play, just tricky because everyone knows him and he has been such a formidable presence in our living rooms through the years and probably the most famous director of all time - so it was daunting,” the Oscar award-winner added.