As the brilliant but troubled detective Henrik Sabroe in the third series of The Bridge, Thure Lindhardt has now reached a brand new British audience. You may also have seen him alongside Tom Hanks in Angels And Demons, and opposite Jeremy Iron in The Borgias.

After a series featuring a callous serial killer and complex personal problems coming to a head for both Saga Norén and Henrik, the final scenes were tough viewing. Were they difficult to film?
I’d say they were very concentrated, more so than emotional. The last two episodes were so much about the characters and what they had to do. I was very relieved and happy and tired afterwards.

The big question for many viewers with season three was how the show could cope what life after Martin. Was this something you were conscious of?
Honestly, it wasn’t something I was thinking of while we were shooting. I was just focussed on this wonderful character. Martin and Henrik were totally different characters so it wasn’t like replacing anyone; I just thought when I read the script that Henrik is so interesting and so layered; there were so many things about him that I really liked and also didn’t like. But he was very human and I think that was my focus.

Did you know how Henrik’s storyline would evolve from the very beginning of shooting and were you aware of who the killer is from the kick-off?
I knew from the start who the killer was but to me it doesn’t really matter: what I know and what my character knows are two very different things. I once played Hamlet and I knew what happens to him at the end and you learn how to deal with that. I didn’t know exactly how it would end in The Bridge and why the killer did all that and I didn’t know exactly what happened to Henrik’s family.

Were you a fan of the show before you worked on it?
I knew of The Bridge but I don’t really have a television: once I get hooked on a TV series I get too hooked, so I don’t watch too much. I had seen a bit of the very first episode but that was all. I think that was an advantage for me because I then didn’t feel as much pressure going in. So even when I was in talks for the part, I was just thinking about the character rather than getting too worried about being on that show. But Sofia [Helin aka Saga] knew her character so well that it was like meeting a person rather than an actress, and that was a big help.

Henrik’s empathy for Saga is clearly quite strong. Was that in the script or did you develop that in the role?
That was a collaboration. I really loved the idea that there was somebody who could see this woman was so special when a lot of other people couldn’t accept her. Suddenly this guy comes in and deals with that: I think that was so beautiful. That definitely resonated with me. Henrik is a man who has lost everything and he needs somebody like her who does not judge him. We cannot solve everything on our own. We might try to, but we need other human beings.

Will you be in any fourth series?
We’re discussing whether to do another series, and if it happens, then Henrik will definitely be there because there is so much more to explore with him. But it all depends on other components; if they can come up with something that is so good that it has to be told, then it will happen.

The double-bill finale of The Bridge is on BBC Four, Saturday 19 December, 9pm; The Bridge Series Three and Trilogy Boxset are released by Nordic Noir And Beyond on Monday 21 December.