While the production team behind new action-thriller Sicario needed no convincing to hire Emily Blunt as their lead, they had a bigger battle on their hands persuading financial backers that a woman could front such a film.

"One financier said to the writer, Taylor Sheridan, 'If you make her [the character Blunt plays] a guy we'll finance it today and we'll up your budget as well,'" explains the 32-year-old actress, who was asked by director Denis Villeneuve to take on the role.

"So that's disappointing, but not altogether surprising," she adds. "Taylor kept walking out of rooms until he came to [production company] Lionsgate, who said they loved it and wanted to do it."

Blunt notes that further down the line, when the script was finalised, " that's when other people were like, 'Oh, did we miss out on something?' Denis saw the value and the merit that comes with having a female protagonist in this masculine world. It magnifies the violence for you."

The dramatically taut film sees the actress as idealistic FBI agent Kate Macer, who is enlisted by an elite government task force official, played by Josh Brolin, to aid in the escalating war against drugs.

While work took on a gritty and serious edge, taking the mood home with her wasn't an option for first-time mum Blunt; she and her husband John Krasinski welcomed their daughter Hazel in February 2014.

"The ultimate way to detach is with a baby," she says, laughing. "I know it seems very dark and a very intense film, but on set, it was a lovely atmosphere. I think I'm someone who has to be happy to do the best work I can do, so I usually try and keep it light."

Judging by the positive reception both she and Sicario received at Cannes, it's fair to assume the actress was very happy while making the movie.

That said, professionally speaking, Blunt would be happier if there were more such roles for women.

"It's not been a tsunami, but there have been waves of better roles for women," says the star, who won a Golden Globe in 2007 for her performance in Stephen Poliakoff's Gideon's Daughter.

"I think the business is paying attention to that as well, which is the thing we needed. We need the money in the business to pay attention to the fact that these films make money with women at the core of them, and I think especially intense, strong action roles.

"People are loving Scarlett Johansson in [action-thriller] Lucy and Rebecca Ferguson in Mission: Impossible and Charlize [Theron] in Mad Max - it goes on and on. I think there's a new wave coming and it's very reassuring.

"We have a way to go with equality, with billing and pay and all of that, but we're getting there."

While gender equality is a larger battle to be fought, Blunt recently had a personal fight on her hands.

In the days leading up to the international publicity tour for Sicario, the actress, who lives in the US with her young family, joked that she regretted recently becoming an American citizen after watching a Republican party presidential candidacy debate.

The comments, while said in jest, prompted swift criticism, and Blunt eventually appeared on NBC's Today programme and apologised for any offence caused.

Considering the hoo-ha at the time, it might have been tempting for her to avoid publicity duties for a while, but she hasn't shied away from that part of the job, and gives the impression she's pleased to chat, coming across as both friendly and robust.

But has the uproar made her more cautious about speaking her mind?

"Maybe about political stuff," says the star, who is also known for her sizeable roles in musical Into The Woods, comedy The Five-Year Engagement and 2014 blockbuster Edge Of Tomorrow.

"I might leave that to late night television. I was a bit shocked by the outrage," she admits. "It wasn't intended as anything other than an innocuous joke."

Judging by Blunt's current projects, the comments don't seem to have dented her appeal.

Discovered by an agent while at sixth-form college, the actress scored her breakthrough role as a snippy personal assistant in The Devil Wears Prada, opposite Meryl Streep.

She's set to play the eponymous role in the much-hyped adaptation of The Girl On The Train, and there's a suggestion that she could play Mary Poppins in a remake of the Julie Andrews classic. Even bookies' favourite Anne Hathaway is tipping her Devil Wears Prada co-star for the role.

"I've heard rumours, which would be a thrill, but there's nothing official," Blunt says coyly. "She's [Poppins] sort of an icon, so that would be scary, but I haven't heard anything official."

Away from work, it's icons of another kind that Blunt hangs out with. Along with her husband, she appears to be one of the best connected stars in Hollywood, with Hunger Games actor Stanley Tucci as a brother-in-law, and counting Jennifer Aniston and George Clooney as friends (her wedding was held at Clooney's Lake Como pad).

It's a starry roll call, but Blunt is pragmatic about her glittering circle.

"It would be so strange to hang out with someone and be star-struck the whole time," she says.

"They are very much friends, they're just people at the end of the day. It's inevitable that I would meet people in the public eye, because just as doctors meet other doctors, actors hang out with other actors."

:: Sicario is released in cinemas on Thursday, October 8