“You would think that maybe she would choose [the Swans’] side, but I think that she also had a deep love for Truman, and she rose above it all and was like, ‘I’m not going to play into this feud,’ ” Sevigny tells Harper’s Bazaar. “I don’t really know how she felt about Truman, but as far as how we’re playing her, she just felt a deep sympathy for him, believed in his genius, and valued his friendship. I’m sure she valued the women’s. too, but I’m sure she got something different from both [sides].”

On a recent Zoom call from Los Angeles—where she has been shooting Murphy’s Monsters: The Lyle and Erik Menendez Story, a miniseries about the American brothers convicted in 1996 of murdering their parents—Sevigny opens up about how she built her interpretation of C.Z. Guest, what viewers can expect from her portrayal of the Menéndez brothers’ mother, Kitty, and why she decided to hold a major closet sale in New York City on Mother’s Day last year.

C.Z. Guest was incredibly accomplished for a woman of her era—she was an actor, author, model, equestrian. Given that there is very little publicly available video footage of her, how did you go about deciding how to build your interpretation of her? What did you find most striking about her as a person?

There was this book of photos of her that had a lot of essays of different people recounting specific things about her, and I found that very [useful as a resource]. My mother reminds me a lot of C.Z. Guest in the way she carries herself and the way she holds on to certain traditions, so I think I was more trying to almost honor my mother than [Guest], in a way. That was a way to personalize it, because [my mother] is of that kind of ilk. She’s not a wealthy woman, but I think she has a certain kind of reserved nature to her and thinks mystery is the last beauty.

I was really surprised to find out that [Guest] had been such an entrepreneur, releasing all the gardening books and products and the knitwear. She didn’t have to do all that. I kept referring to her as a kind of precursor to Martha Stewart, where she realized the influence that she had—and I think it was more than capitalizing on it. I think she just liked to be busy, and she liked to offer women tools. She really loved and believed in what she found joy in, and wanted to help other people find joy in those things as well. There’s something admirable about that.

At first glance, people would expect a story about Capote and his Swans to be campy in nature—and the first half of the season certainly delivers on that promise—but there is an undercurrent of sadness and regret that seems to permeate the later episodes. The surviving Swans are lamenting that their way of living is a thing of the past, and they are no longer en vogue. What do you think the final episode attempts to capture about the inevitable passage of time?

I feel like even my 20s are such a different era already. [Laughs.] So I do think that things are moving very rapidly and always are, and that is a large aspect of the show. Now, obviously, we’re seeing a lot of people holding on to certain things that were meaningful in the past, and I feel like that’s having a lot of negative connotations right now. Progress is more embraced as a positive thing. But I think with these women and what they held dear, there was a big sea of change [toward the end of their lives]. Certain levels of discretion, grace, mystery, elegance, and manners—a lot of that kind of fell by the wayside. I think that [writer Jon Robin Baitz] and Ryan wanted to obviously touch on that and maybe feel that they missed out on that as well to a certain degree, [because] there is a charm to that.

Sevigny in a gala scene from Feud

You’ve been working on a new miniseries about the Menéndez brothers. How much did you know about what led to their trial in the early to mid-’90s?

I was never at home in the ’90s. I was always out of the house, so I feel like I didn’t watch a lot of TV. [Laughs.] I just wanted to be out with my friends. I’m sure there were those iconic images of them that I saw in the tabloids and the newsstands. [I remember] the Vanity Fair and Dominick Dunne pieces—even just that font [on the pages of the trial coverage] is so iconic.

I’m learning so much about them and this kind of resurgence where people are getting behind them [following] the Menudo reveal. [Editor’s Note: In a documentary series last year, a member of ’80s Puerto Rican boy band Menudo said he’d been raped by the Menéndez brothers’ father, record-label exec José—whom the brothers have long claimed also raped them.] Oddly enough, I sat next to a director at a Vanity Fair party who said, “My wife was very close with Kitty, and she doesn’t believe the boys at all. She said Kitty loved those boys so much.” So now I’m trying to get in touch with her to hear her personal accounts, which I generally don’t like to do, but there’s so much negative stuff about Kitty that I feel like it could be really beneficial to hear from someone that did know her. This woman works in Hollywood, so I feel like she would have a certain discretion and understand the nuances of what it means to tell a real-life person’s story.

I’m ready to put that [story] away for a minute. It just feels like there’s so much responsibility, and then [I’m dealing with] the weight of answering all these questions. How you talk about it in the press is very delicate, and it’s tiring, honestly. So I would like to be able to create someone again, because I did The Girl from Plainville and The Act, and it’s just been a slew of [true-crime stories]. So it would be nice to get back to something fictional that I could have more to talk about, in the sense of creating a character and not feeling like you’re on this tightwire.

I’m going to keep you on that wire for one more question: Given that there are always at least two sides to every story, how have you gone about building your version of Kitty Menéndez? Using the research that you’ve done, how are you trying to humanize her, even if you don’t morally agree with the choices she made?

It’s very much informed by the writing right now, and I’m just trying to really ground it. I guess it’s the same thing that I did with C.Z., because I do feel like there can be a tendency to ride off the rails in a Ryan Murphy production. I do want to bring dignity to her, even in her faults, and try to empathize with how she felt about the things that she complains about throughout the show. [She’s talking about] the children taking away the love of her life, and taking away her body, her career, her ambitions. I talk to a lot of women who can find that [divided attention] challenging once they’re mothers. I’ve had countless people be like, “Well, now look at me after the baby. Look at my body.” I have specific lines of dialogue that mimic that.

But turning a blind eye to any sort of sexual abuse—how do you even begin to understand that or play that? … But her father abused her mother, and it’s the cycle of abuse that the show is really examining. Her father left the family when she was young, and she said her mother confronted her father, and therefore she doesn’t want to confront José, because she doesn’t want to lose him. Trying to navigate that tone is tricky. It feels more like [The People v. O.J. Simpson: American Crime Story], in the sense where you’re really examining different characters in different episodes, so it feels very rich as far as different people’s perspectives and feelings about the case, the boys, and the family.

Having worked with Murphy on American Horror Story, Feud, and now Monsters, you’ve basically become—to use Capote’s metaphor—one of Murphy’s Swans. What draws you to the way he and his collaborators are able to write stories about women of a certain age?

I think he’s one of the only showrunners out there that is specifically interested in examining women and their relationships. He’s had all these great parts for Sarah Paulson, Jessica Lange, and the list goes on and on, so I respect him for wanting to tell women’s stories with complexity and nuance and letting us ride off the rails and have fun. [Laughs.]

The production design, the costumes, the hair—everything is so lavish, so complete, and so fully realized in his productions. You can really lose yourself in that world, and I really love how immersive his productions are. The writing is always really rich, and I think he really leans on his collaborators. He is the mastermind, but he really gives space for collaborators to really shine their artistry, and I respect that. He’s not just controlling everything to the utmost; I think he comes in and helps rally different artists and artisans in the business.

Chloë Sevigny, Ryan Murphy, Naomi Watts, and Tom Hollander at the New York City premiere of Feud: Capote vs. the Swans in January

You’re part of this growing wave of experienced women who are now in a position to write, direct, and produce their own projects—something that definitely wasn’t the norm when you were starting out in the business. Have you always wanted to have your hand in various areas of a production?

I think so. I had done the costume designs for [1997 film] Gummo … and then I kind of got waylaid for a while, and I was like, “This isn’t enough for me.” I did all these collaborations with Opening Ceremony, which was a clothing brand in New York, owned by my friends [Carol Lim and Humberto Leon]. I had to tell a story [with] every collection, and it became very narrative. I felt like, Wow, I’m really leaning on my work in film, and this is what a filmmaker does. So I felt very empowered by having those experiences that they gave me—creating the clothes, doing the show, doing the look book, and then going out and selling it and promoting it. I think that really empowered me and gave me the agency to want to aspire to be a filmmaker.

In the last eight years, you’ve directed four short films: Kitty, Carmen, White Echo, and most recently, Lypsinka: Toxic Femininity. Are you actively looking to direct a feature next?

I’m developing three right now, and we’ll see if anybody will give us the money for any of them. [Laughs.] They’re in various states of completion, but there are a lot of producers out there that I’ve worked with over the years that I feel like really believe in me, so I’m confident that we can get something going. I’m trying to be economic and think about the constraints of a lot of first-time filmmakers and how to make it easier on myself, as far as just keeping it contained. If you’re not too ambitious with locations and running around and things like that, you can experiment more and have more time with the actors, and hopefully shoot more coverage that can be beneficial in the editing process. So I’m really looking at it [in terms of] what can benefit me as a first-time feature filmmaker to hopefully create the strongest film that I can.

Your closet sale last season became the social event of the season. I thought it was sweet that Olivia Rodrigo was actually able to get her hands on a dress that you were gifted for your 40th birthday, and now she calls it her “most prized possession.”

I know! That was very cute and cool.

Were there any items that were difficult for you to part with? And were you surprised by any of the items that other celebrities wanted?

No, I wasn’t surprised that anyone would want anything. [Laughs.] I think everything that I had acquired, I had purchased and loved in my own way. It felt good. I’ve been holding on to these clothes for so long. A lot of those things I sold were from the ’90s and early ’00s, and it was like this albatross, and I still have too much stuff. I’m just like, “Why do I always have so much stuff? Why do I always want to acquire new things to feel good, to go out, to feel sexy, to feel whatever? Why do clothes have this power over me?” And I still grapple with that every day. So trying to shed them and have less is something I’m always striving toward. … I’m happy for other people to enjoy those things and have them not just sitting in my storage space.

A lot of the denim was really hard to let go of, because I feel like you can revisit denim over and over again. But I’m also not the same size I was when I was 23 years old, so I just had to let go of a lot of it. To me, the heartbreak is more: Would my son ever have wanted it? That’s the hardest part. Or will he not care and just be into new things? I don’t know. That’s the crapshoot. He could be like, “Damn, Mom, those jeans—what were you thinking [selling them]?”

This interview has been edited and condensed for length and clarity.

Max Gao is a freelance entertainment and sports journalist based in Toronto. He has written for The New York Times, Los Angeles Times, NBC News, Sports Illustrated, The Daily Beast, Harper’s Bazaar, ELLE, Men’s Health, Teen Vogue and W Magazine. Follow him on Twitter: @MaxJGao.