The 28-year-old, who started garnered attention after starring in 2004 film 'King Arthur', said she soon knew to be in the film industry she must sacrifice the mystery of her private life, reported Contactmusic.
"The first time I was stalked by cameras, I was in tears. It started after the premiere of 'King Arthur' - 10 people were outside my house. The machine that allows you to make movies, the trade-off, [requires] you to sell it. Selling it means making yourself a public figure.
You can't cultivate the mystery. My problem is I like mystery," she said. While she enjoys being an actress, Knightley - who is engaged to musician James Righton, 29 - is aware of how insecure her career is.
"It's a very insecure profession. So when I started getting work, it was like this tiny space opened up and I need to jump in and go with it. It could all go tomorrow. I'm not sure I can define success.
I think if I can get to the end of my life having hurt as few people as possible, making sure the people who mean the most to me know they've been loved, I will be happy. Success in work, whatever work, will come and go."