Julianne Moore comes to Cannes like Cassandra, with her red hair aflame and her grey eyes a-gleaming. She warns us that Hollywood is a cesspool, that nepotism stinks and that the film industry breeds devils. Message delivered, the actor stands outside the premiere, smiling demurely for the cameras as if she hadn't a care in the world. Nobody gets out of a Moore meltdown unscathed. Nobody, that is, except the woman herself.

Over the past 20 years I have watched Moore get sick, get well and hang around in mental hell. She has played the angry and the impassioned, the brittle and the wonky, and she has done so with a bracing exactitude that is a marvel to witness. But I'm not sure I've ever seen her give quite so crazed and wanton a performance as she does in David Cronenberg's Maps to the Stars, a luxuriant Los Angeles satire that comes framed, rather pleasingly, in the hysterical manner of an afternoon soap. Moore stars as Havana Segrand, the fading queen of a debauched Hollywood elite, who barks her orders while enthroned on the toilet, flapping one manicured hand to dispel her own stench. Havana is grotesque, gaudy and ruthless; a nightmarish Norma Desmond for the 21st-century. I'm tempted to file this one as her most autobiographical role to date.

"A-ha, that's so right," exclaims Moore, who is always accommodating, at least up to a point. "You know me so well. But no," she adds. "No. At least I hope it's not me."

Moore, it so happens, began her own screen career on an afternoon soap. In the late 80s she played the role of twin sisters in the NBC show As the World Turns. One sister was nice and the other was wicked and this sense of duality, this split between the wildness of her work and the serenity of her manner, appears to have followed her down the decades.

In public, away from the cameras, the movie virago becomes a solicitous bluestocking. We meet on the roof terrace of a hotel on the Croisette, which she treats as her salon, greeting the guests with gentle handshakes and courteous inquiries before turning briefly to chat with Cronenberg, who is conducting a parallel interview at a table nearby. "But don't worry," she assures me. "As soon as we're talking, I'm able to tune him out completely. I can't hear a word that he says." She laughs abruptly. "That's great acting advice, right? Never listen to your director."

She is so abidingly polite, she won't even deride Havana, a woman who strikes me as an out-and-out monster. "Oh, I wouldn't say she's a monster, although it's true she does behave monstrously at times. She's one of these creatures that are very common in our industry, in that all of her self-worth and affirmation is projected from outside as opposed to inside. And the longer you live that kind of lifestyle, the more empty you become, until there comes a point when you just implode." She shakes her head and smoothes her dress. "You know, maybe that's a danger in any profession. But in the movie business it's heightened because it's all tied up with your face and how you look and the world's perception of that. But the only people who can affirm you are your family. They are the ones who are close to you. They're the only ones who can really see you."

Moore explains that she based the character on an amalgam of Hollywood casualties she has encountered on her travels – although perhaps there is a glimmer of her own early experiences in there too. "There, you see. So maybe you're right. I do remember when I was starting acting, going from one set to the next, with not much else going on in my life. And at the end of the day you get back to your hotel room and just feel this awful loneliness, because the cameras have stopped rolling. If you ever want to have an existential moment, that's the time. You sit there and think, 'Who am I?'."

She was born at Fort Bragg army base in North Carolina, which might qualify her as some kind of southern belle were it not for the fact that she immediately hopped from Texas to Nebraska, Alaska to New York, eventually landing in Germany at the age of 16. Her father was a paratrooper who served in Vietnam, picked up a Purple Heart and a Silver Star, and later worked as a military judge. The family tended to go wherever he was deployed. She says she attended about nine different schools. She was always the new girl, always having to adapt to each fresh environment and make her presence felt.

Moore planned on being a doctor but wound up performing instead. Her screen career smoked and guttered and then suddenly caught light. Robert Altman cast her as the adulterous Marian in his 1993 film Short Cuts, famously raging at her husband while naked below the waist. Todd Haynes's 1995 drama Safe had her playing a jittery housewife, unpicked from within by multiple chemical sensitivity. She has veered towards the mainstream with the Jurassic Park sequel, The Hours and Hannibal and played heartfelt romance in the likes of Far From Heaven, The End of the Affair and The Kids are All Right. But I confess I still like her best when she's imperious and unstable, like faulty dynamite that could ignite at any second. She was brilliant as the incestuous Bakelite heiress in Savage Grace; purely galvanic as the broken trophy wife in Paul Thomas Anderson's majestic Magnolia.

I wonder if she sees acting as a form of therapy, or some stage-managed catharsis. She insists that's not the case; it's more akin to an inquiry. Moore thinks this over. "My mom worked as a psychiatric social worker. She was interested in people and I guess I am too. So we would talk about the people that we knew, and why they behaved the way they did. That's what I like about acting. I mean, I've never played a character who is outside the frame of human experience, however big that frame might be. And thank you for remembering Savage Grace, that's nice of you. But with that movie, at the time we had people saying: 'How ridiculous. She's crazy. How could anyone be like that woman?' When in fact she actually existed and she was a sociopath." She shrugs. "But even ordinary people aren't ordinary, not really. They're filled up with thoughts and feelings that you might never know are there, until they suddenly materialise."

As well as attending the Cannes premiere of Maps to the Stars, Moore is also promoting her role in the final two films in the Hunger Games franchise. Both films have reportedly had to be re-written and re-ordered to compensate for the absence of Philip Seymour Hoffman who died from an overdose midway through production.

Moore and Hoffman went way back; they came up together, members of Anderson's gang. They collaborated on Boogie Nights, The Big Lebowski and Magnolia. His death was so sudden, so shocking, it's impossible to process. "Yes, well," murmurs Moore. "It's like we were saying. People are mysterious. Anyone can speculate, but it's only speculation."

She puts a hand on my arm. "You know what?" she says brightly. "Let's not talk about this any more. It was a really horrible thing to happen. It's been so upsetting for all of us. We're all still trying to come to terms with it."

Moore moves to change the subject. She tells me that she has always been a voracious reader (Alice Munro is a current favourite) and that good acting is similar to a good novel or short story, in that it can speak directly to the reader or the viewer's own personal experience; let them know they're not alone. In recent years she has developed a successful sideline writing children's stories. Freckleface Strawberry is a delightful (and for once genuinely autobiographical) yarn about a kid who learns to love the skin she's in. My Mother is a Foreigner But Not to Me, meanwhile, serves as an implicit salute to her Scottish-born mum. Moore likes the writing, enjoys the discipline. "But hey, come on, they're just these little picture books!" She chortles at her presumption. "We're not talking high art here."

Moore has settled in New York, where she lives with her husband (film-maker Bart Freundlich) and their two children. A few years back, following the death of her mother, she applied for British citizenship and now has dual nationality. "It was a way of honouring my mom," she says. "My mom came to the US very young, and then she married very young. But she was never American. She was always Scottish and would make sure that I knew that I was too." She looks away and proceeds to pinch the bridge of her nose. "Oh, look at me," she marvels. "And now I'm crying."

Her mother was raised in Greenock, on the south bank of the Clyde. Moore used to visit as a child but explains that the Scottish side of the family has now died out; her maiden aunts exiting one by one and now no one left to take their place. "But I do feel a connection and I certainly look Scottish. I've got the red hair and the freckles."

She could star in a live-action remake of Pixar's Brave. "I know!" she exclaims. "Why haven't they called me?"

We gaze out from the roof terrace, at the crowds on the Croisette and the yachts on the sea. I ask her if she likes it here, the whole Cannes experience, and she wrinkles her nose, like a small child preparing to say thanks for an unwanted Christmas present. "It's OK," she allows. "It's OK. You have the whole conversation about film, which is a good thing. And then you have the whole event side, which can be a little different. It's sometimes hard to keep those separate. And I find the public, red-carpet side of things a little bit awkward. Some people are great at it. They know how to perform. But I do find it difficult, it doesn't really feel natural."

The world is none the wiser. She has been gracious and cordial. She acts like she belongs. "Ah, thankyou," beams Moore. "That's so nice of you to say." She rises to her feet, shakes my hand, smoothes down her dress. "Then I guess my work is done."

• David Cronenberg: Hollywood actors are 'desperate to assert their existence'

• Peter Bradshaw on Maps to the Stars