Three years after “Only God Forgives” divided audiences at Cannes, receiving boos as well as loud applause, Nicolas Winding Refn returns to the festival with “The Neon Demon.”

The horror film unfolds in the world of fashion, with Refn exchanging the worlds of criminals and drug pushers for that of haute couture. It also is his first film grounded by a female protagonist (Elle Fanning), something that allowed Refn to get in touch with his inner teenage girl. In advance of “The Neon Demon’s” Cannes premiere this week, the Danish director shared his thoughts on sex, reviews and Amazon.

“The Neon Demon” is shrouded in secrecy. What can audiences expect from the film?

I’m like Christmas. I can’t give you everything because then you’d have nothing to look forward to.

Why were you interested in the project?

I’ve always wanted to make a teenage horror film and I thought it would be fun to make it set in the world of beauty. I thought I would make something visual and exciting and funny.

What makes a successful horror film?

Horror has a very cinematic language. “It Follows” was to me a very smart, sophisticated intelligent film. Like great horror, it’s all metaphor. “It Follows” is about angst over teenage sexuality.

Most of your films have male protagonists, but this is a departure in that it centers on a woman. Was that something you consciously set out to do?

Having done several films about men, I thought it would be interesting to do a film about women, and one that’s mostly from a 16-year old girl’s point of view.

How did you get into that mindset?

I think every man has a 16-year old girl inside of him. I certainly have one and I decided to make a movie about her.

Amazon bought the film. What do you think about their entry into the indie film space?

The best offer I’ve ever gotten in my life was from Amazon. Their whole approach is a blessing. They’re pretty much the key factor in saving independent cinema. You get the best of both worlds because they’re pairing their theatrical releases with a streaming service. The best way to see a movie is theatrical. It’s not the only way, but it’s certainly the best way.

Companies such as Screening Room are trying to get filmmakers interested in offering their films in the home for $50 while they are in theaters. Does that interest you?

I haven’t read much about it. There is something we must not forget about the theatrical experience, which is that it’s very much part of our lives. We go to movies with our parents. We go to movies as a couple on a date night when the kids are with the babysitter. You go to movies as a senior because you get a discount, but also as a way to be around other people. The cinematic experience is not just based on seeing the movie. It’s based on the experience. The experience brings people together. Of course you can go see a museum online, but it’s not the same.

“Only God Forgives” received a hostile reception from some critics when it was at Cannes. What does it mean to be back at the festival after that?

With “Drive” it was also very mixed, but it was very much a youth film, a counter-culture experience. “Only God Forgives” was a divisive film, but it was the same experience, just more intense. It was a little bit lonely on the first day, but then you realized that it was kind of the sexiest part of cinema. The kids were loving it, while the establishment were horrified, so rock ‘n’ roll forever.

What do you mean by rock ‘n roll forever?

It became untouchable. We spend so much time dividing film into categories of good or bad, which is ridiculous because art is not about good or bad. Art is about the experience and does it speak to you. Does it give you an impulse or a reaction. Good is easy, just like bad is easy. But polarizing. That’s hard. It’s also where the fun comes.

Do you read reviews?

I skim them and sometimes take a sadistic pleasure in reading the ones that could be aggressive towards me or the film. It’s also kind of humorous in a way. In the end, no matter what is written they can never take away from me that I made my films exactly as I wanted them to be.

There’s a lot of violence in your movies, but there’s not a lot of sex. Is there sex in this movie?

I’ve made a lot of sexy movies but there’s not a lot of physical sex. I found “Drive” very sexy. There’s a difference between having sex and being sexy, and I usually don’t find filming sex to be very interesting. You can watch it on a computer at home and everyone has sex. There’s only so many things that you can show about it. Sex is always more interesting when it’s subliminal.