The Drive star wore luxurious pieces created especially for the movie by jewellers at Tiffany & Co, and executives at the company employed a guard to watch over the actress at all times.
Mulligan insists the security measures were distracting as she was constantly watched, even when she was trying to work.
She tells Britain's Daily Mail, "I would be doing a scene, wearing these fabulous jewels from Tiffany's worth many, many millions. There'd be diamond bracelets on each arm, and diamond earrings, and rings, and strings of pearls around my neck. And I could see this guy in the corner watching me intently, in case I ran off with anything."