Cathy Yan found it hard to ''see the border'' between Margot Robbie and Harley Quinn.

The 'Birds of Prey' director praised the movie's star Margot, 29, for throwing herself into the role and admitted she was so dedicated to her portrayal of the anti-heroine that Cathy sees a lot of Margot in the character.

Speaking to The Hollywood Reporter, Cathy said: ''When she's in character, she's so fully in that character. Harley is a character that's very close to her heart, and this movie is so personal to her as well. It's hard for me, sometimes, to really be able to see the border between Margot and Harley because she brings so much of herself to the character as well.''

Cathy was also impressed by how Margot threw herself into the role physically.

She explained: ''Margot is such a physical actor. She acts with her entire body in a way, which is really interesting. She changes the way that she moves depending on the character that she's playing, yet she's still able to switch it off and on. She could walk off set, immediately ask me a producer question and I'd be like, 'Whoa, what's going on?' She's really incredible in that way.''

Cathy also praised Warner Bros for allowing her to make an R-rated movie, rather than trying to make it more family friendly.

She said: ''I can't underline enough how it was a risk. I do have to thank the studio for supporting a movie that was never going to be four-quadrant. It was R-rated the entire time, and we never talked about changing the rating to get more people in. It was a risk in many ways, and it was not an exact sequel to 'Suicide Squad', which would've probably been the less-risky version of how we could've worked with the Harley Quinn character.

''I'm very proud of how the movie performed and the way that it could speak to the people who really responded to it. It was always going to be this weird, quirky movie -- by design -- just like Harley Quinn.''