She stars alongside Nicole Kidman and Charlize Theron in "Bombshell", which is based on real-life accounts of sexual harassment from women working at Fox News.
Despite the #MeToo movement gathering momentum in 2017, Margot says she was unaware of what it truly meant to be sexually harassed, reports metro.co.uk.
"One of the lines that shocked me when I first read the script was that sexual harassment includes any unwelcome sexual advances. I didn't know what sexual harassment was," she told the Herald Sun.
Margot, 29, thought that "physical contact" was required for sexual harassment to be "considered illegal or wrong". "That really shocked me," she admitted.
"Bombshell" will narrate the story of how Fox News boss Roger Ailes was accused of sexual harassment and the women who brought down the infamous man who created the network.
Charlize will be seen as the real-life Fox News anchor Megyn Kelly while Nicole has taken on the role of Gretchen Carlson. Margot stars as the fictional character Kayla Pospisil.