Baby Reindeer's Jessica Gunning Says She Researched 'Stalker' Characters Like Kathy Bates' in Misery

Jessica Gunning looked to "iconic" stalker roles to craft her performance in Baby Reindeer. 

On Sunday, Sept. 15, the English actress, 38, took home the award for outstanding supporting actress in a limited or anthology series or movie for her portrayal of Martha in the Netflix black-comedy series created by Richard Gadd at the 76th annual Primetime Emmy Awards.

Later that evening, Gunning opened up about preparing for her role while speaking to the press after her big win, revealing that Kathy Bates in 1990’s Misery was one of her inspirations.

The actress said she researched "obsession with people" and the "iconic films" around the topic, specifically naming the Oscar Award-winning Stephen King adaptation in which Bates, 76, plays the disturbing fan-turned-stalker Annie Wilkes.

Noting that Bates was one of the three stars who presented her with the award, she added, "So yeah, I was aware of stalker films and roles out there."

Gunning went on to compliment Gadd’s writing, saying that her character was "so unique and unusual" on paper. "It was all really there in the script for me and I just connected with her. I never saw her as a villain. I saw her as a kind of a complicated, lonely character, as was Richard's character Donny. It was all there in the work. I was just very lucky to be able to play the part," she said.

Recalling her first exposure to the role, Gunning said that she was unable to put the script down once she received it. "I read all the seven episodes in one go and I just kind of fell in love with the story and the writing and the character of Martha," she shared. "When we were filming, I just was so proud of Richard [and] this story. And so when we made it, I think we just all thought it was gonna be this kind of indie slow-burning hit that people might watch."

She is still “extremely close” with Gadd now and said, "He's an amazing man. I think some of the writing he did in the series and the story he told in episode four was some of the bravest pieces ... I've ever seen or been part of. So I'm incredibly proud of him."

The show won four awards at the ceremony, including outstanding lead actor in a limited or anthology series or movie and outstanding writing for a limited or anthology series or movie for Gadd and outstanding limited or anthology series.

Gunning said while accepting her first Emmy Award, "I honestly feel like I'm going to wake up any minute now, this whole thing has been a dream. Thank you very, very much indeed. I'm so incredibly proud to be part of Baby Reindeer. So I would just love to say a huge 'thank you' to everybody who let me, really."

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In the series, the actress plays leading lady Martha, a woman who goes to great lengths to stalk bartender and aspiring comedian Donny – played by Gadd and based on his real-life experience. 

See PEOPLE's full coverage of the 76th annual Primetime Emmy Awards.