The 32-year-old actor wanted to "get inside" his character in 'The Fall', serial killer Paul Spector, so followed someone when she got off a train and admits he found the experience thrilling, albeit "dirty".
He confessed: "The first series, I did do a couple of things to try to get inside [his mind]. On the tube, which is our underground system...
Can we get arrested for this? Hold on...this is a really bad reveal: I, like, followed a woman off the train one day to see what it felt like to pursue someone like that.
"It felt kind of exciting, in a really sort of dirty way."
Though Jamie - who has four-month-old daughter Dulcie with wife Amelia Warner - insists he isn't "proud" of his actions, he found the experience valuable in his research for the drama.
He added in an interview with the Los Angeles Times newspaper: "I'm sort of not proud of myself. But I do honestly think I learned something from it, because I've obviously never done any of that. It was intriguing and interesting to enter that process of 'What are you following her for?' and 'What are you trying to find out?'"
Jamie has previously admitted he is concerned about how "comfortable" he feels playing characters like Spector and 'Fifty Shades of Grey' kinky businessman Christian Grey.
He has said: "It kinda worries me sometimes how comfortable I am in that zone,
"I consider myself quite light-hearted, pretty easy-going, and I keep playing sick psychopath b*****ds!"