Theron stars alongside Nicole Kidman and Margot Robbie in the movie about the 2016 sexual harassment scandal at the US network, which led to the firing of CEO Roger Ailes.
Her performance has earnt her an Oscar nomination for Best Actress at this year’s awards ceremony, with critics calling it “unnerving”.
Theron, who co-produced the film, told the BBC that she struggled to come to terms with Kelly’s politics before accepting the role.
“There are things she’s said in the past that have bothered me,” she said, referring to instances such as Kelly’s defence of people dressing in blackface for Halloween.
“But the more I zeroed in on what the film was about, [I realised] it wasn’t a Megyn Kelly biopic, it’s about a year-and-a-half at Fox, and she was a part of many other women who experienced this thing and then ultimately succeeded in doing something that was thought of as impossible,” she continued.
“And so once I narrowed it down to that, it became easier for me to make it about that, and whether I have issues with her or not, she was part of something that I think will be a historical marker for women’s rights.”
“Bombshell is a hard and complicated story to tell,” she wrote, “but its message is clear: no woman is free from the patriarchy, even if she doesn’t believe in it.”
See the full list of Oscar nominations here.