In the US psychological drama, Penn plays stalker Joe Goldberg, who becomes obsessed with the women he dates and often masturbates as he secretly watches them.
Speaking on the latest episode of his Podcrushed podcast, the former Gossip Girl star says that despite pretending to pleasure himself “many times” on camera, director Lee Toland Krieger has repeatedly given him the same advice about the scenes.
“I’ve now done it so many times on camera. It’s a strange – you don’t think it’s going to be that big of a deal,” Penn explained.
“And then you discover in front of a crew of people with a camera on your face, knowing that, in all likelihood, millions of people are going to see this, you’re simulating masturbation.”
The 35-year-old added: “I’ve always gotten the note to make it less creepy.
“They say like, ‘Close your eyes or go faster or go slower.’ I’m like, ‘What? This man is fucking murdering people, and he’s masturbating in the street. You’re saying I’m making it creepy? How is it I’m the one making it creepy?’”
Specifically, Penn says his director told him: “Buddy, I think you gotta close your eyes.”
Penn added that making it creepy is “the fucking point”, and said having a balance of “toxicity… while also trying to be sexy” is the “strange line that we’re always walking on our show”.
The fourth season of You, which will be set in Paris, is expected to land on Netflix early next year.