It happened earlier this year when Gyllenhaal and Sarsgaard were in a café during a break from rehearsing for their off-Broadway production of Uncle Vanya.
"There were a ton of paparazzi in the café with their huge cameras and laptops," Gyllenhaal tells me while sitting in a Beverly Hills hotel room, where she's holed up doing press for her new flick, Crazy Heart. "I was like, 'Peter, oh my god, they are so into us. They're swarming us. We are so important.'"
Um, not exactly…
Her little brother, Jake, is more of the TomKat variety. "He's found ways to manage it," Gyllenhaal says of the constant attention.
She and her hubby may soon have to ask for some camera-friendly tips.
Gyllenhaal tells me that she and Sarsgaard are looking to reunite onstage in a production of Tennessee Williams' Cat on a Hot Tin Roof.
"I think we could do it well," Gyllenhaal says. "We just have to sort of figure out when."
Just don't look for it to happen this awards season.
Sarsgaard is a favorite for An Education, and so is Gyllenhaal for her work in Crazy Heart as a small-town journalist who falls in love with a broken-down alcoholic country singer (Jeff Bridges). It was her first meaty role since giving birth to her and Sarsgaard's first baby, daughter Ramona, a little over three years ago.
"When my daughter was about 15 months, I started to feel like, 'Oh my God, I've just been completely focused on being a mother for a long time,'" Gyllenhaal says. "I just got overwhelmed, this feeling of I'm an actress, too."
Gyllenhaal admits that she struggles sometimes with balancing work and family. "Every night you can't put your kid to sleep, that's pretty intense," she says. "In my family, that's a big kind of get-together time: dinner, bath and stories and then bed."
But Gyllenhaal needs to work. She says, "You can't be an empty shell and be a good mother, too."
Just how good is Crazy Heart? Find out in today's videoblog.