The "Vicky Cristina Barcelona" star, who plays a desperate mother trying to track down her daughter after she disappears at a wedding, had to act out a panic attack in one scene and admits her acting talents triggered a real-life health emergency.
"All of my scenes were very intense," she tells The Wrap. "In one scene I have a panic attack in a car, and I ended up in an ambulance myself. It was just from hyperventilation and from my blood sugar going very high from the stress of the scene."
"I remember getting out of the ambulance, and (director) Asghar (Farhadi) made sure I was OK."
However, Farhadi was ready to have Penelope jump right back into the scene after she was medically cleared.
"He asked me for one more take," she says. "I know he was worried about me, and that was the most important thing, but after that, he wanted one more. And I never felt that he was crossing the line. He was always very respectful, but of course he went for the truth."
Cruz stars in the film alongside her real-life husband Javier Bardem, who insists "Everybody Knows" will be one of the last films they make together for a while.
"It's delicate, putting ourselves in front of a camera together," he says. "We don't want to be doing something that is not worth the time that we are going to be spending together on it. We get along great on screen and we work together very well, but we don't want to do it just because. It has to be special."