The Pirates Of The Caribbean star was speaking as she attended the premiere of David Cronenberg's new film at The May Fair hotel in London, with co-stars Michael Fassbender and Viggo Mortensen, in which she plays psycho-analyst Carl Jung's patient and lover Sabina Spielrein.
In the film Knightley appears topless and tied to a bed while Fassbender, who plays Jung, spanks her behind.
Knightley attended the gala screening in a Burberry dress, Chanel accessories and Loubotin shoes.
She said: "I did think about turning it down because of the two scenes of a sadomasochistic nature and I thought it's all going to come out and all of a sudden it's all going to all be about that.
"And weirdly, apart from this country, it hasn't been, so that's been really great. In England it's got mentioned all the time. I don't know what that says about us. We obviously like spanking, I don't know."
Fassbender insisted working on the scenes with Knightley had been easy.
He said: "It's not difficult really because she's professional, she's very smart, sensitive and has got a sense of humour. So you're already three quarters of the way up the hill, and then you just have to trust one another."
The film looks at the friendship between Sigmund Freud and Carl Jung, and Jung's relationship with Spielrein. All three actors said the film had been great fun to make and they had all become great friends.
But Lord of the Rings star Mortensen admitted taking on the role of Freud had been daunting. He said: "Every job I say yes to I end up getting scared, but never more so than when playing Sigmund Freud."
See Keira Knightley with her leading men on the red carpet in the Slideshow below: