(CNN) Charlize Theron is someone who dives into the characters she plays with everything she's got -- whether its an infamous female serial killer or a glossy anchorwoman. Playing former Fox News anchor Megyn Kelly, however, presented an internal challenge for Theron unlike she's experienced before.

"This was not a person who was easy for me to wrap my arms around," Theron admitted Friday night at a panel in Los Angeles following a screening of "Bombshell," the film about the fall of Fox News founder Roger Ailes and the experiences of some prominent women at the network.

Much has been said about Theron's physical transformation into Kelly, particularly her ability to capture Kelly's manner of speaking and overall demeanor. But the actress said it took her roughly two months to look beyond the news persona she knew.

"From afar it looks like we have nothing in common -- obviously, I'm a liberal and a lot of these women have said things that have been deeply upsetting to me," Theron said. "But at the same time, as a woman, understanding what each of them went through and understanding what Megyn was facing, especially in those two weeks where she didn't step forward and she didn't support Gretchen [Carlson], that's when I emotionally tapped into her because I started to see similarities between us, dare I say that."

Charlize Theron, Nicole Kidman and Margot Robbie in the teaser for 'Bombshell'

In the film, Nicole Kidman plays Carlson as she wages a legal war against Ailes, played by John Lithgow.

Read More