The actress takes the female lead in Samuel Beckett's All That Fall, alongside Sir Michael Gambon, and she is so dedicated to the production she ruled herself out of a part in Scorsese's drama.
Atkins has no regrets about turning down the role but admits she would have loved to work with the movie's star Leonardo DiCaprio.
She tells Britain's Daily Mail, "There were four very nice scenes with Leonardo DiCaprio including a quite sexual kiss in one of them. I would have loved to have done it but there was a chance I would have missed rehearsal time.
"They could not believe I turned it down. Several people called me saying: 'You are doing what? Doing it where? Can't you just tell (the director) to wait a few days?' But I just wanted to do the play and I didn't want to be panicking about missing rehearsals for it. I never felt bad. It's my choice. It's always been my choice."