The actress had a front-row seat to Christian's extreme method acting approach as the villainous Patrick Bateman for the 2000 flick ... which she told Vanity Fair she was trying super hard to respect, but it made for an especially challenging work environment for her.

Chloë explained she's all about being gregarious, silly and goofy -- so, when people take themselves too seriously, she goes into shutdown mode ... which happened on the set of 'AP.'

She made it clear she didn't think Bale was a bad guy, she was just puzzled why he wasn't more social -- especially because she wasn't really in the loop about method acting.

IYDK, Bale went all out for his role -- including a fake American accent for interviews, zero socializing with others, and even mastering the art of breaking into a sweat on demand, not to mention a grueling workout routine.

It was all things Chloë couldn't understand, as she explained, "I never had any formal training; I think I was just kind of 'fake it until you make it.' But, the whole method thing, I was like, 'What even is this approach?' It was very intimidating."

Chloë's POV wasn't too far off from Josh Lucas' experience with Bale on that set ... who said in the same interview he thought Bale was downright terrible.

Turns out, at the time, Lucas thought Bale's acting method was totally bogus and couldn't wrap his head around it. But, looking back, he realizes those were actually brilliant choices that showcased Bale's depth and skill as an actor.