CHLOE Sevigny is sitting American Pavilion in Cannes, munching cheese and grapes. She’s back at the world’s biggest film festival for the first time in nine years, since David Fincher’s serial killer thriller Zodiac. “It feels the same, honestly,” she shrugs. “It doesn’t feel that different.” On and off, she’s been coming for the past two decades, since starring alongside Steve Buscemi in his film, Trees Lounge – just the second movie of her career after Larry Clark’s controversial Kids, penned by her ex-boyfriend Harmony Korine.

Last night, she was a guest of Jim Jarmusch’s at the premiere of his new film, Paterson (eleven years ago, she briefly appeared in his film, Broken Flowers, another former Cannes competition film). Paterson, one of the hits of the festival, got a huge standing ovation, she reports. “It’s so nice to be somewhere where people really appreciate film and are film lovers. It’s such a nice thing to feel a sense of community…it’s been a while for me. I guess maybe I’ve forgotten.”

While also one of the distinguished panel guests at the Women In Motion event, one that has gathered industry players like Susan Sarandon and Salma Hayek, Sevigny is not simply here to be seen. Her real reason is Kitty, a dreamy short she’s directed that will help close the festival’s Critic’s Week strand tonight. Based on a Paul Bowles story, a little girl (Edie Yvonne) grows whiskers, claws and gradually morphs into a cat. “I’ve been obsessed with the story forever. I love magical realism. I love girls. I love cats. I love the idea of transformation.”

Sevigny admits she was partly inspired by Let The Right One In, the sublime Swedish teenage vampire tale from Tomas Alfredson (she’s just worked with him on his upcoming thriller The Snowman, a Jo Nesbø adaptation co-starring Michael Fassbender). “There’s something about the special effects, how seamless and organic they were, that I thought, ‘I should go back and look at Kitty again.’” She stops, popping another grape in her mouth. “Something about childhood too.”

The short marks Sevigny’s first ever effort behind the camera. “I’ve been wanting to direct for twenty years now, since [Korine’s 1997 film] Gummo. And then the more I worked, the more intimidated I became.” From working for Lars von Trier (Dogville, Manderlay) and Woody Allen (Melinda and Melinda) to winning an Oscar nomination for Boys Don’t Cry, it’s hardly surprising. “My standards just got set very high and that was very intimidating and got me really scared. Then I turned 40 and I was like, ‘I’m just gonna try this.’”

Now 41, Sevigny isn’t about to pull a stack of ready-to-shoot feature scripts from her drawer. “I have so much respect for the process and I have a lot more to learn. I feel like doing these shorts is a great trial.” Massachusetts-born and Connecticut-raised, it more feels like part of Sevigny’s on-going creative pursuits. From designing her own clothes to being a muse for fashion giant Miu Miu, Sevigny started as a style icon, after she was spotted by a magazine editor who asked her to model.

After being dubbed an ‘It Girl’ when she started living in Brooklyn, it was her turn in Kids – playing a teen who discovers she’s HIV-positive – that turned her on to acting. Sevigny has never been afraid of courting controversy either – not least in one of Cannes’ most notorious moments, when she starred with Vincent Gallo in his film, The Brown Bunny, performing oral sex on her co-star on screen. Yet while that film torpedoed Gallo’s career, Sevigny shook off any lingering image-problems.

Next week, she can be seen in UK cinemas in Love & Friendship, marking a long overdue reunion with writer-director Whit Stillman and actress Kate Beckinsale (all three made The Last Days of Disco, back in 1998). This latest is an adaptation of Jane Austen’s "unfinished" novella Lady Susan. Beckinsale plays the title character, a widow seeking out a new husband through any means possible. Sevigny is her close friend and confidante, Mrs. Alicia Johnson.

She’s more than honest about the experience. “He’s a tricky director,” she says of Stillman. “A lot of them are. They have a lot riding it.” She smiles. “He’s the smartest, and he’s so sweet and I love his manners and his love of women. I’m just crazy about Whit.” What about Austen – was she a fan? “I never read a Jane Austen book until Lady Susan.” She was more into Edith Wharton, the Brontës and Mary Wollstonecraft, she says.

One of the problems came when she arrived on set in Ireland. “Unfortunately for me, I’d learned the part in an English accent and I got there and he decided to make it American. So that was hard for me to own the words because…I’d studied for months in advance. I knew the whole thing backward and forward by heart. So trying to unlearn it made it stilted and awkward.” Fortunately, it doesn’t show: she and Beckinsale are both superb.

Sevigny, who even dated Pulp front-man Jarvis Cocker for a time, has recently completed The Dinner, an ensemble piece with Richard Gere and Rebecca Hall. There’s also been a strong line of television work – most recently crime saga Bloodline. Before that, a Golden Globe win for Big Love, the HBO drama about a fictitious Mormon family. The award shocked her, never having felt embraced by the industry. And now? “I feel like I’ve found my footing after twenty years!”

The Cannes Film Festival closes on Sunday. Love & Friendship opens in cinemas on May 27.