ANAHEIM, Calif. — In “Dust Bunny,” an imaginative 10-year-old named Aurora is terrified of the monster under her bed. It’s real to her, and when her parents vanish one night and their bedroom is torn to pieces, she’s sure it’s coming for her next.

But Aurora, played by Sophia Sloan, has a whole lot of moxie, too.

After following her mysterious, melancholy neighbor, played by Mads Mikkelsen, into Chinatown one night – and spying him take down a team of assassins who approach him in an alley hidden inside a Chinese New Year’s dragon dance puppet – she decides he’s the one to rid her of her monster.

“I had a hunch of what it was,” the Danish actor says of the movie that reunites him with Bryan Fuller, the creator of the TV series “Hannibal,” in which Mikkelsen played the title role of Hannibal Lecter. “Because he already pitched it to me quite a few years ago, where it was supposed to be a TV thing he was doing.

“That didn’t work out, so he took it back and created a feature film,” he adds.

“Dust Bunny,” which is Fuller’s debut film as a director, contains some of the same heightened reality, occasionally slipping into the fantastical, that marked his work on “Hannibal” and his short-lived but much-loved TV series “Pushing Daisies.” It’s a colorful world with stylized sets and costumes, a place that feels foreign and familiar, all at once.

“Brian’s pitches are always very elaborate and very interesting, but at the same time, once you read the script, it’s even more,” Mikkelsen says. “More than he’s said, right? His brain is working on a level unlike anyone I know.

“So you just hang inside there,” he says, and there will be “surprises.”

In an interview edited for length and clarity, Mikkelsen shared his boyhood memories of frightful things beneath his bed, how he kept his young costar comfortable on set, and what it was like working with the giant dust bunny monster, real or imagined, that finally appears in Aurora’s bedroom.

Q: So, did you have a monster under your bed as a boy? Was this a fear you knew?

A: Yeah, I think it’s a very common thing. I didn’t have a direct monster under my bed, but I was afraid of stuff under my bed. I think I might have watched Boris Karloff in the original “Frankenstein” when I was 5 or 6. And that was obviously not a smart thing to do. [He laughs.] So he might have been living under my bed for a while.

But anything that made you uncomfortable would be hiding under your bed somehow, right? Didn’t help when I watched “Friday the 13th” where someone’s actually hiding under the bed.

Q: How would your parents react if you told them?

A: Well, I don’t think I was sharing those worries. I think that I was trying to man it out as a 5-year-old and find my own path through that. I think that is one of the things of going out of childhood. That you find your path through how you can overcome your fears.

So I just didn’t look under the bed and I jumped into it with a very big leap for many years. [He laughs.] And then I eventually forgot about it.

Q: I had Abraham Lincoln in my closet when I was boy.

A: That’s a weird character. What was he doing in there?

Q: I don’t know. I was afraid to look in there though, even though he was a good guy.

A: Not the guy Booth who killed him, but the actual victim?

Q: Yeah, yeah. So you and Sophie make a wonderful team here. You’re sort of the sad, loner hit man, and she’s this very determined, wide-eyed child. What’s it like working with someone so young?

A: Well, in general, I think that working with kids — and she was no exception — is that they tend to do the right thing even though it might not be on paper. That there is something pure, if they dive into the scene. Whatever they do is right. You just hang in there and you might learn something.

Not learn-learn, but you might forget yourself a little, and forgetting yourself is not a bad thing for an actor. So I enjoyed it tremendously.

But it was a funny odd couple. They aren’t possessing strong social skills, either of them, so that dialogues are obviously missing the point often. They’re funny written dialogues where it’s not necessarily going that far. It doesn’t go anywhere. But she seemed to pick up on that and understand the tonality of the film really, really fast.

It was really fun to work with it. She’s a little rock star.

Q: When you weren’t shooting, did you spend time with her just to make her comfortable?

A: For sure. And also, the character in the film I play, he doesn’t talk a lot. He stares her down. He scrutinizes her. In order for her to feel comfortable around that, and so I can go as far as I want to go with that character, she needs to understand I am not like that. This is just something that we do for the scene.

So she has to feel comfortable around me, and I’ll explain that when they say, ‘Action!’ I’m going to be that grumpy guy, but I’ll come back and be me.

Q: I heard she called the monster Dusty. What was it like shooting those scenes where we finally see the monster under her bed and have to figure out whether it’s real or not or what is going on?

A: I mean, it’s an elaborate dance you do with the puppeteers. There’s me in the scene, there’s Sophie in the scene, there’s a big hippo in the scene. [Sophie avoids alerting the monster with her footsteps by riding atop a large hippopotamus ottoman.] We all have to fit into the room. So that’s fun.

Some of the other times we play against the tennis ball [standing in for a special effect to be added later]. Just for an eye line, and we imagine what’s happening, right?

That’s one of the things that kids are very, very good at. Even though we are professional actors, liars, imagination is something that kids are blessed with. So we again just follow her tracks, and she definitely saw a monster even though it was not there.

Q: It’s a beautiful film visually. What was it like when you finally saw a finished version, effects and everything put together?

A: That’s obviously great. A lot of it was there. Our costumes and the set pieces were there for real. I’ve experienced it last time I worked with Brian. I remember we were all quite surprised when we saw the first few episodes of “Hannibal.”

Because we had our hands full of just basically trying to figure out what we were doing. But how he lifted it with the visual expression, we had no idea it was going to look like that. It was such a relief that this show was helping this much on the way.

And that’s the same with the film. The film is lifting us as much as we try to lift the film, which is a really nice feel for an actor.

Q: Bryan’s sensibilities as a writer, director, creative person, they’re not like every other TV or film director.

A: It’s very special. I mean it in the best possible meaning of the word. His brain is working in a different way than anybody else’s brain I’ve ever met. Once he starts pitching stuff, he might lose you because it’s so insane where he’s going, but then it always comes home somehow.

It’s always wrapped up in something poetic, and that makes him a unique filmmaker. So it’s fun to listen to him. It’s fun to see what he writes. But it’s even more fun to see what the end result is.

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