He added: “If someone had come up to me when I was at Rada and said, ‘one day, you will be playing Tony Blair in a drama for Stephen Frears in the day, and going and playing Caligula at the Donmar theatre at night, I mean, I can’t imagine anything better.
“I remember thinking being tired is a very small price to play.”
He also explained the way in which he was initially approached and asked to play the Blair role.
“I went to go and see a play I remember, when I was back in London for a little bit, and whilst I was there, a lady came up to me who I’d never met before, in the interval.
“And she said, ‘I’m working on a love story about Tony Blair and Gordon Brown and casting it, and I think you should play Tony Blair’, and I just thought she was a mad woman, ‘what are you talking about?’, and this was The Deal.
“I was committed to doing a play, and I said, ‘well, I can’t do it because I’m doing this play’, and everyone was like, ‘well, you need to not do that play’.”
Sheen said everything was worked out so he could play Caligula “at night and filming The Deal in the day” so “someone would run on to the set and say, ‘right, you’ve got to go now… and I would run off” and jump on to his motorcycle taxi.
Sheen’s song choices on Desert Island Discs included Ultravox’s Vienna, Talk Talk’s Desire and the Rolling Stones’ Gimme Shelter.