"I haven't played the romantic lead before," Coster-Waldau says. "There are a lot of good-looking people in Hollywood, but at the end of the day it's how good you are at your job. I'm not saying I think I'm the greatest thing since sliced bread, but you have to believe you can do it."
The film is about an unlikely friendship that develops between three women who take revenge on the cad who is having a relationship with all three simultaneously. No, he's not that type.
"When I see a guy like that, who's in love with himself, I want to see him suffer. I know guys like that and they blame it on genetics. They say, 'I need to spread my seed. I love my wife and treat her well so I'm entitled to a bit of fun if she doesn't know about it."
It seems the handsome 43-year-old Dane's choice of roles doesn't stray far from "unsympathetic", for now anyway. Game of Thrones' Lannister is a coldblooded killer in an incestous relationship with his twin sister.
"I don't think of Jaime as a bad person. He's been dealt a tricky hand. It's not easy to be in love with your twin sister. That kind of thing comes with a bag of problems."
It certainly hasn't hurt the viewership. The season four United States premiere of Game of Thrones set a series record with 6.6 million viewers, making it the most-watched HBO show since the finale of The Sopranos drew in 11.9 million in 2007.
"I've been in some great films which no one saw. So being in Game of Thrones doesn't hurt."
He most recently starred in the horror flick Mama, opposite Jessica Chastain, and Oblivion, opposite Tom Cruise, both released last year. But getting to this point in Hollywood hasn't been a straightforward ride.
"I always wanted to be an actor and when I was 23, straight out of drama school in Copenhagen [National Theatre School], I made my film debut in Night Watch, which was a big hit in Denmark. Actually, Hollywood remade it with Ewan McGregor in my role. And in my mind I thought, 'Okay, this is the way it works.' But then my next Danish movie took me back to earth with a bang. You never know how things will be received.
"The Other Woman hasn't opened yet and it might be the biggest flop. I hope it isn't but you never know. And if it is it's not going to define me as a person. If it became that I'm only happy and content if I'm in something successful I would have probably already killed myself years ago. If you think that way, you're in the wrong business."
After Night Watch he took on roles in a few Danish TV productions before landing the role opposite Clive Owen in Bent (1997). A few years later, Ridley Scott hired him for Black Hawk Down (2001), and then came Enigma (starring Kate Winslet) the same year. He appeared in Wimbledon (2004) and reunited with Scott for Kingdom of Heaven (2005) and the following year he appeared in the Harrison Ford thriller Firewall (2006).
Having taken so many steps forward, Coster-Waldau's career then foundered again in the shortlived US TV drama New Amsterdam in 2008. But three years later, life changed dramatically when he was cast in Game of Thrones.
"I'm glad success came later to me. When you see teenagers get a lot of fame, and if you add money to that, it makes for a terrible cocktail."
At present he's shooting Gods of Egypt in Australia alongside Gerard Butler. "I play a god - the Iron Horse. Filming in Sydney is fantastic although it's difficult because my kids are out of school for a few weeks on location."
Far from the philanderer he plays in The Other Woman, off-screen he's happily married to actress Nukaka Motzfeldt (a former Miss Greenland), with whom he is raising their two daughters, Philippa, 13, and Saffina, 10.
"We live north of Copenhagen. People ask me about moving to Los Angeles, but I don't work that much in Hollywood. If we moved and I went to work in Belfast or New York or New Orleans my family would be alone so they may as well stay in Denmark where they have a network and great schools and friends. And as my wife is from Greenland, and the kids are half-Greenlandian, we'd like to live there for a while.
"I love my job, I am passionate about it, but it's not my whole life - my life is my family."
A self-confessed romantic, he recalls meeting his wife. "I was doing a radio play in Denmark and I fell in love instantly.Then I got her into a movie I was shooting in Iceland (Vildspor) and we spent 10 weeks there. I had to convince her to marry me so I took her up to a mountaintop and proposed. It was on this volcanic crater, so there was that thing of, 'If you say no, you might go down it'."
"There's got to be a bit of fear involved with these things. So she had no choice."
With his career in high gear, Coster-Waldau has a lot to smile about. Although it might be a product of his background - Denmark consistently tops The World Happiness Report, a survey compiled by the UN Sustainable Development Solutions Network (with New Zealand coming in at 13).
To what does he attribute his country's capacity for contentment? "We have low expectations. That's the trick."
Who: Nikolaj Coster-Waldau, Game of Thrones star
What: The Other Woman
When: Opens at cinemas today
- TimeOut
