Gyllenhaal, 36, said it was tough to bring humour to the character.
"Stronger" is based on the memoir Jeff Bauman, who was injured in the bombing in 2013.
"I think just sometimes understanding his sense of humour in the midst of, like, pretty dark things, that was hard for me. Because I think I I sometimes take situations too seriously and I think his sense of humour, how crude it is in the face of situations where you never expect it," the actor told Entertainment Tonight.
"Inside of us, in the darkest times, in times where we feel like people we love that were close to us are struggling and we won't make it through another day, or another hour, a minute, or a second, there is that thing inside of us, and Jeff shows us that every day."
The actor said the role came as an opportunity for him to learn about his weaknesses and strengths.
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