The actress stars in Zero Dark Thirty, which has already earned her a Golden Globe award for best actress and an Oscar nomination in the same category.
The 35-year-old landed her first big role in 2011 film The Debt and despite her very sudden rise to fame, she keeps her feet firmly on the ground.
"There's nothing more humbling or grounding, no matter how much attention you get in LA at an awards show, to be on the stage in front of 900 people - you have to bring it to that moment fully, and if you don't, they'll let you know," she smiled to BBC News.
"It's incredible. My movies have only been out for two years and to think of what's happened in the past two years. Every day I kind of stop and think, 'What's happened in my life?'"
Zero Dark Thirty sees Jessica take on the role of CIA agent Maya who assists in the capture of al-Qaeda terrorist Osama bin Laden.
The redheaded star is excited about the film's potential to empower women.
"For a long time I was hearing that studios didn't want to make films with female leads because they didn't think they would make any money," she explained. "Maybe this is showing a new trend - audiences are interested in everyone's story, not just the story of the few."
Zero Dark Thirty is also up for a best picture at next month's Academy Awards.
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