“Who doesn’t love a Negroni?” the actress, who attended the festival as a guest of Campari, asked PEOPLE on Friday night.
“This is super typical,” Gyllenhaal joked of their glam night out. “We do hair and makeup for an hour-and-a-half. But at the same time, it is lovely to come see a movie by Martin Scorsese, get dressed up, celebrate and have Negronis. It really is a pleasure.”
Gyllenhaal and Sarsgaard will occasionally watch her HBO show The Deuce together, but she admitted that he “owes a few episodes of season 3.”
“I really love all of it and I love everybody I’m working with,” Gyllenhaal said of the drama. “I’m so proud of it so when it goes into the world I sort of wonder what it feels like for other people to see it.”
These days, however, Gyllenhaal and Sarsgaard are renovating their house and staying in a small rental apartment with their two children, daughters Gloria Ray, 7, and Ramona, 13, which makes it difficult to watch the R-rated series.
“You can’t watch The Deuce in front of our children. Definitely not,” said Gyllenhaal, whose kids have seen some of her other work such as Nanny McPhee, and her older daughter has watched Stranger Than Fiction and Mona Lisa Smile.
Gyllenhaal also credits her oldest child Ramona with opening her eyes to the fight against climate change.
“My 13-year-old got us involved,” the Oscar nominee said. “She, like many, many children, isn’t able to push out of her mind the dire situation that we’re in. We’ve learned as grownups how to do that and they haven’t learned how to do that and they’re really concerned and upset demanding that the grownups pay attention. My daughter did that to me and it took me a minute.”
Gyllenhaal attended the Youth Climate Strike in N.Y.C. earlier this month and said she “can’t not pay attention” to what’s going on.
“It’s real and we need to really change the way we’re living,” she said. “My 13-year-old who woke me up to that. It’s happening all over the world, the children are mobilizing.”