"To work with they are delightful," he said. "They genuinely have a terrific notion of what they want."
And yet, he said, they are open to changes and surprises.
Some directors, who Malkovich imitated with great skill but declined to name, are such control freaks that there's no room for compromise, he said, likening that that level of control to "mental illness."
"I just say, 'Yes sir, yes m'am,'" he said.
Malkovich, who says he really hates goodbyes, said leaving the set once filming was over was done simply and without fanfare. And that's the way he likes it.
"It's kind of painful to think I'll never see this person again," he said.
And with so many in Hollywood hopping from one project to the next, that often happens.
"I learned from experience you just can't be sad every time you have to leave a film set," he said.
But no matter what characters he plays or how moviegoers perceive him, Malkovich said he's confident that he's got a pretty good idea of who he is.
"I'm fairly childish, fairly infantile," he said.
But Malkovich said he's also naturally curious and -- he hopes -- someone "who goes his own way."
"Burn After Reading" opens Friday, Sept. 12.