The last time Dakota Fanning starred in a TV show was all the way back in 2002, even before Uptown Girls, when the young actress played a human-alien in Steven Spielberg's Sci-Fi Channel miniseries Taken. Now, 16 years later, Fanning is back with another miniseries that, at least on the surface, also seems to be extraterrestrial: The Alienist, which comes out on January 22 on TNT and premiered on Tuesday night at the iPic Theater in New York.

Except the series, which is co-executive produced by Cary Fukunaga, is actually about a serial killer who targets young male prostitutes, leaving them dismembered all over late 19th-century New York. "As an actor, you get so jaded, like, It’s fake, it’s fake, it’s fake," Fanning said at the premiere. Still, even though she's said that she "couldn't wait" to do the darkest scenes in films like American Pastoral, which saw her play a tormented cult member, filming The Alienist managed to rattle Fanning: "This one pushed that a little bit, because some of the crime scenes were so realistic—which on the one hand you’re happy about, because it makes it a better show, but it also takes a minute used to being there."

In fact, according to Daniel Brühl, who plays Dr. Laszlo Kreizler—aka the titular "alienist," an old term to describe those who studied the mentally ill, who were then thought to be "alienated" from their own nature—"each department, and especially the makeup department, did their job almost too well. It's obviously a very dark show, but it was shocking how eerie it was. We actually had goosebumps when we saw the corpses."

It was enough for Fanning to admit that she "can see the blood already spilled, but seeing how it gets spilled is what I get squeamish about." Her character Sara Howard, on the other hand, jumps right into the thick of things: She takes matters into her own hands after becoming an oft-teased secretary—her reward for becoming the first-ever woman to ever work at the New York Police Department—by joining Kreizler and his sidekick John Moore, an illustrator played by Luke Evans, in their quest to find the serial killer.

In fact, it's John Moore's illustration of the corpse of a boy wearing a white dress with his eyes gouged out, hand and genitalia cut off, and organs splayed at his feet that compelled Sara join their team. And if that sounds a bit nauseating, the show might not be for you: the grotesqueries become more and more common as the killer claims more and more victims. It might even be why, after six months of filming them, the three lead actors became inseparable off-screen. Attempting to recover from the grisliness, they spent every weekend off together, catching acts like the Chainsmokers, Wiz Khalifa, and PJ Harvey at the local Sziget Festival. (They filmed in Budapest, since it ended up being the best environmental match the crew could find for Gilded Age New York.)

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Like her character in the show, Fanning has been taking charge of her own projects as of late; she's taken on a producer role for the first time ever for The Bell Jar, Kirsten Dunst's adaptation of Sylvia Plath's novel that Fanning stars in, and she's also taken her first-ever stab at directing, following in Chloë Sevigny's footsteps in creating the next short film for Miu Miu's series Women's Tales. The connection between the show and her career as of late hasn't escaped her: "It’s been so exciting to branch out and do different things and push myself in a different way, to have new challenges, which directing certainly was," Fanning said. "I definitely hope to do more."

New York Premiere after party for TNT's "The Alienist"
Luke Evans, Dakota Fanning, and Daniel Brühl at Delmonico’s for the after-party of the New York premiere of TNT’s *The Alienist.*

Sylvain Gaboury, © Patrick McMullan

The details on her short film and what else is next for Fanning still remain to be seen, but one thing's for certain: Asked whether she'd like have company in the form of more women directors, Fanning immediately threw up her hands and said, "Of course!"

Related: The 2018 Golden Globes List of Director Nominees Includes Zero Women