The King Kong actress has stepped into Diana's designer heels to play the princess in the new movie, which focuses on the last few years of her life.
Diana famously came under increasingly intense scrutiny in the years leading up to her death in a car crash in Paris, France in 1997, and Watts was given a frightening glimpse into her world during a shoot for the movie.
The actress tells InStyle magazine, "It was definitely not normal. There were so many paparazzi you'd have to stop shooting because all you could hear and see were the cameras."
Diana is due for release in the U.K. next month (Sep13).