On his very first day as Mr Freddie Mercury on the set of Bohemian Rhapsody, Mr Rami Malek took the stage, literally, for what he now calls “the most difficult and complex part of the movie,” recreating Queen’s incredible performance for Live Aid, at Wembley Stadium, in 1985. “We had to shoot it first because of weather,” Mr Malek says, “Otherwise all those background actors in summer attire would be freezing!”

We’re at Cecconi’s in Beverly Hills, a sceney lunch spot in full swing, and Mr Malek’s on his second Campari and soda. Like many of the characters for which he is best known, including Elliot Alderson, the paranoiac hacktivist in Mr Robot, he’s a little intense in person, with a deliberate, elongated way of speaking and a probing look. He’s not a fan of interviews, as a rule. He watches the recorder on the table carefully and thinks before he speaks.

“I had two weeks, after finishing the third season of Mr Robot, before stepping onto the Live Aid stage. And we shot the whole concert over seven days. Move for move. Identical.” His is an extraordinary performance, and Mr Malek is rightly proud of his work. “I’m thrilled with the whole movie,” he says. “That might be an asshole thing to say, but I worked harder on this than anything, and it could so easily have been a disaster.”

Mr Malek, 37, has come to be known for his facility with complex characters ­– often playing those with dark interior lives, characters such as Snafu, a disturbed marine in the 2010 HBO mini-series The Pacific, or Clark, the loyal son-in-law to Mr Philip Seymour Hoffman’s charlatan magus in Mr Paul Thomas Anderson’s The Master. “There’s so much we bury deep inside of ourselves,” Mr Malek says now, “and I’m fascinated by why and how. All these questions that we subconsciously ask, like: who are we, what are we doing here, are we essentially good or evil?”

Mr Malek won a Best Actor in a Drama Series Emmy for his work as Elliot in Mr Robot, which is now gearing up to shoot its fourth and final season. But playing Mr Mercury is a performance on top of a performance, another troubled genius maybe, but an arena rock megastar ­– an outsized personality with a set of prosthetic teeth to match.

“Oh, I’m keeping them,” he says of the teeth. “They’re in a drawer at home.”

But even if everything is now tidied away, Mr Malek says, making the film was something of a saga. Getting the part even seemed a long shot at first, when the producers had their hearts set on Mr Sacha Baron Cohen to play the Queen frontman. When Mr Cohen dropped out, the part went to Mr Ben Whishaw. Mr Robot had just then begun to air, to wide acclaim, and the producers invited Mr Malek – in whom they saw a passing resemblance to Mr Mercury – to Los Angeles for a five-hour meeting, the first of a series of auditions.

Step two was putting something on tape. “I was shooting season two of Robot, so I didn’t have [lots of] time. Within 24 hours I sent my interpretation of an interview [Mr Mercury] gave in 1985.” In an interview with Rolling Stone, one of the film’s producers said that, upon receipt of this video audition, he was sold on Mr Malek. But Mr Malek wasn’t counting any chickens just yet. His approach has always been to give it everything every time. “If anything could be better, or there’s a take that could be improved upon, I just never want to leave anything on the table.”

Knowing full well that a performance audition would be next, Mr Malek paid for himself to fly to London to start singing and piano lessons and dialect coaching. He also hired a movement coach. So when it was time for step three – performing on camera at Abbey Road Studios – he was ready, he says. “The producers had me sing, and then afterwards they interviewed me in character, like, ‘So, Freddie, tell us a bit about this or that.’ And I’m like, oh, fuck! But I’d seen every interview by that stage, so I felt like I kinda knew this guy.”

The final test came a day later, at the home of Queen’s drummer, Mr Roger Taylor, with both the band’s guitarist and manager (Mr Brian May and Mr Jim Beach) in attendance. “We had a glass of wine and shot the shit, and I could see them looking me up and down,” Mr Malek says. “Then they’re like, ‘Well, maybe we should watch this video [of his performance audition]?’ I thought they’d seen it already! So they’re watching it on a laptop, and I’m standing there with them with my heart just beating out of my chest. But Brian May was really sweet. I think he was taken aback. He used the word ‘uncanny’. Shortly thereafter, we went to Roger’s bar in the house and had a shot of tequila. That’s when I thought, ‘OK, I have this part.’”

And throughout the process, Mr Malek says, Messrs May and Taylor helped him to better understand the real Freddie. “They talk about his kindness,” he says, “how collaborative he was, and how much of a peacemaker when Roger and Brian got into squabbles. They said he was reserved at times, but on other days very bombastic. Childlike, too. But it’s also the way they speak about him. There’s real reverence.”

Typically, Mr Malek moves between New York and LA (where he has a house in the hills), but one of the perks of the movie was spending time in London. He loves London. “The banter is sharper,” he says. “That’s why the chemistry between the band is so good. Because we were so cutting with each other day in, day out.” Sharper, too, he says, is the style in London. “People make an effort. It doesn’t matter what you wear, as long as it looks like you gave a fuck!”

Mr Malek’s limited-edition IWC Schaffhausen watch sure looks like he gives thought to his style. “I don’t mind spending on things that I’m going to have forever,” he says. “I like a punk vibe, a little avant-garde, but with sophistication. Classic but with certain tweaks that make them all my own. And a bit of drama in the clothing without being costumey.”

This sensibility, he says, comes from his parents – his mother, an accountant, and his father an insurance salesman, with whom he grew up in Sherman Oaks, in California’s San Fernando Valley – his late father in particular. “He had 70 per cent of the closet space,” he says. “Even on a budget, he looked good. A lot of suits, over 100 ties, Chelsea boots, brogues. And I borrowed everything.” And not just clothes. “He taught me about resolve and what it is to not fold in the face of defeat,” Mr Malek says.

Acting wasn’t an obvious choice in his family – his twin brother became a teacher, and his elder sister a doctor, both stable, secure professions. But Mr Malek felt more at home in his drama programme at Notre Dame High, where he was just one of the emerging stars along with Ms Kirsten Dunst, who was in the year above, and Ms Rachel Bilson. “We’d rehearse together at night sometimes, just the two of us. I mean, this is a dream!”

When he chose to study theatre at college in Indiana, his parents were powerless to stop him. But, he says, his dreams were modest. “I never had any aspirations of being a celebrity. I just wanted to do theatre and live in a shoebox for 40 years of my life!”

After his performance as Mr Mercury, he may have to substitute the shoebox for the glare of serious fame – but with it the kind of career most performers never fathom. And so I ask: is this the real life, or is this just fantasy?

He laughs. “You know,” he says, “I’m so fulfilled with what I’ve done already, that if this is it, it would be kind of sad, but I’d be very content.”

Bohemian Rhapsody is out now