He's grinning as he recalls the rush of going toe to toe with Broken City co-star Russell Crowe. The scene in question features a disgraced former cop (Wahlberg) who has some questions for the city's mayor (Crowe).
"It's nice to see a guy who comes in as prepared as me. He's just a pro," says Wahlberg of Crowe. "Allen [Hughes, the director] offered us the chance to rehearse but the first scene we shot was the confrontation at his home office and we just dived in and started going.
"And the great thing about it is that our characters are really trying to one up on each other but we weren't doing that as actors. I've seen many actors come in and go 'OK, this is my moment, I'm going to steal this scene' or steamroll this guy. I've done it myself a couple of times out of sheer anger, and that was only in The Departed but that's a long story ..."
Broken City, which opens in cinemas this week, is very much a labour of love for Wahlberg, who championed it ever since Brian Tucker's script appeared on Hollywood's Black List, the revered annual compilation of its 10 best unproduced scripts. As the film's producer, he took it out of the studio system to make, helped finance it and assemble the starry cast without being able to pay anyone's quotes.
"If you were going to do this movie at a studio they're going to want to make a lot of changes and we wanted to stay true to Brian's vision. So, it meant just doing it down and dirty. But I don't mind doing that."
Does that suggest negativity about the state of the Hollywood mainstream?
"No, I think they're doing some amazing things. But there are some things that they don't really want to take risks on, so I think it would just have complicated things."
Wahlberg himself is far from risk averse if he believes in something. He did, after all, make a foul-mouthed teddy bear a co-star last summer in box office hit Ted – and was reunited with his furry friend and the film's director, Seth McFarlane, at Sunday's Oscars ceremony to present an award. "It was a pretty ballsy move by the Academy to hire Seth to host. He doesn't water it down for anybody."
Certainly the received wisdom was that Wahlberg and the animated bear made a very effective double-act as they presented the sound award, but there was probably still a sigh of relief that the CGI teddy was less foul-mouthed than in the movie.
Given the number of things that Wahlberg, 41, is currently involved with, is it fair to say he no longer views himself as one of Hollywood's outsiders having successfully turned around a misspent youth that included drugs and a short-term prison sentence for assault in 1988?
"I still don't feel like I'm 'in the club'," he replies. "I'm cool with everybody I've worked with. But I have that same blue-collar attitude. I'm really appreciative of the opportunities I have, I work hard and I don't want to do anything to mess it up. But at some point, somebody is going to tap me on the shoulder and say, 'hey, it's time to go now'. So, I try not to ruffle any feathers."
Does he really think it could end? "Yeah and it's fine. There's a part of me that never thought I'd make it this far. But I'm not going to stop until they tell me that I have to and even then I'll meet them with some resistance because I love what I do."
This love extends to some of his next projects. First, edgy action comedy 2 Guns with Denzel Washington, which takes his Oscar-winning co-star out of his comfort zone.
"I think it's a Denzel you've never seen before. It just tested through the roof, so they're already talking about the second one!"
And then there's the Entourage movie, finally green-lit by Warner Bros, and Transformers 4, which sees him replacing Shia LaBeouf as the new human face of the franchise.
Of the former, he says: "We never wanted it to end but it got tricky, probably more on the deal side than anything. But Sex & The City did a great job with the first movie and we always knew this could make for a good movie. So hopefully, we'll be able to make a second one and not screw it up like Sex & The City."
And of Transformers, he adds: "It's the only time I've decided to do a movie that my kids are excited about. Although my four-year-old screamed 's***' the other day and when I asked 'where did you learn that?', he whispered, 'Transformers', so my wife took the DVDs away!"
Broken City opens in cinemas on Friday, March 1.