The film is based on the Broadway musical of the same name which is set in the '80s glam metal era and Zeta-Jones, 42, said she found the physical aspects of the role more difficult.
"I have not danced since 'Chicago' - that was ten years ago. And I have had another baby since then. So it is always a challenge because it is not lot doing a regular movie.
"It is a different process. It is much harder work. It is more intense. It is angle, a shot, shot, shot. You just keep doing it until you cannot do it anymore. So it is always a challenge for everybody," she said.