Sometimes an interview can leave you wrong-footed, as if you've been shown something about yourself, or what you're like with a certain kind of person - and my encounter with the film star Joseph Fiennes was like that. By the end my cheeks were hot with shame and he was hurrying to go, determined-faced, zipping up his butter-soft leather jacket. Yet as I blushed, I thought: 'Why do I feel bad? What really did I do wrong?' But this is not an axe-wielding hatchet piece, which I'm sure was the thought in his mind as he hurried out of the Electric. I don't want to be mean about Joseph - he is obviously a fascinating man with a lot of integrity. He just hates to reveal himself. There's a bit of a trust issue. And, of course, he's from a high-profile family; his brother Ralph is also a film star and broke up in February with his older lover, Francesca Annis. His first cousin is the explorer Sir Ranulph Fiennes and his eighth the Prince of Wales.

I hear that in private he's very nice, sensitive and intellectual, but in interview the 36-year-old is serious, serious - jittery, intense - and yes, good-looking in low-slung jeans, T-shirt over great biceps and the biker-boy jacket. Unlike lots of stars, he really engages with you. He looks at you with focused eyes. He sort of skewers you, in fact, which is ironic since you're supposed to be doing that to him.

We met in Notting Hill to discuss his new movie Running with Scissors (out in January) - an adaptation of Augusten Burroughs' book about his nutty childhood living with his mother's shrink. This is Joseph's biggest movie since he did Shakespeare in Love with Gwyneth Paltrow in 1998. He got ten awards for his portrayal of Shakespeare as a desperate hack. But he followed it with some poor choices: the inept Killing Me Softly with Heather Graham and the gangster flick Rancid Aluminium with Sadie Frost (who said of him: 'He's calm and thoughtful; more mature than other boys. He also had beautiful, doe-like eyes. I was in awe of him'). Stage-wise, though, he proved he could act - he was a critical success as the gay anti-hero Edward II at the Sheffield Crucible in 2001 and got great reviews as Berowne in Trevor Nunn's Love's Labour's Lost ('Joe is very intelligent and courageous; we had a great laugh,' says Nunn) the following year and also John Osborne's Epitaph for George Dillon, both at the National.

Now he comes in apologising for being ten minutes late - 'I was here at one but they said you weren't - and we both order fishcakes and salad. My tape recorder then develops a fault. I ask if he minds me using shorthand - it would mean not having perfectly exact quotes. 'You mean you don't do exact quotes normally?' he asks wryly. No, I mean, with shorthand I might miss the odd word. 'Oh,' he says. 'I thought you meant you normally misquoted!'

We move to the restaurant. 'I hate eating at low tables', he tells me, as he whizzes through a fishcake ('How many did we have each? Can I have another?'), and that he thought hard before taking the part of Neil Bookman in the Burroughs movie. Those who know the memoir will recall that Bookman is a schizophrenic paedophile who seduces Burroughs when Augusten is 13. The pair have an intense affair during which Bookman falls so passionately in love with his young partner that he claims he can't live without him. In the book Bookman comes over as fragile, sad and needy, but stil, the role would clearly call for careful consideration before you took it on.

'Absolutely. I had to weigh that up', Joseph agrees. 'I wanted to hear from Ryan (Murphy, the director) that there was an intent to explain the circumstances and to show how disturbed Neil was, and to bring his schizophrenia into it, and his history of abuse. That actually brought about a very funny scene - the Angry Nun scene - because Neil was abused by nuns. And I remember an incident in Ireland where I was beaten so hard by a nun with a bamboo stick that it broke.' But before I can follow up this alarming throw-away comment - I presume this was during his 'crazy' childhood in West Cork when he went to numerous schools and 'fell down badly with all the different changes of school and different styles of lession' - Joseph has switched back to Bookman. A year after Bookman's affair began with Augusten, the boy vanished to New York. Augusten never heard from him again. 'I'm terrified that, with the opening of the film, he's going to back and haunt us all,' Joseph says. He'll want to be your best friend, I say. He shrugs. 'No, I think he probably died a lonely death through suicide or AIDS. It was probably a very sad, lonely death for Neil.'

I remark that Running with Scissors is his first repairing with Gwyneth Paltrow since their triumph seven years ago. 'Yes,' Joseph agrees, 'it was wonderful teaming up with Gwyneth again. We had fun. It was a great cast.' Are they good mates? He pauses awkwardly. 'In as much... when I see her. Our private lives don't cross paths. Professionally, we might do a reading together.' And she's married Chris Martin since? Joseph uncomfortably wipes crumbs from the table, then scratches his head. 'It's the nature of the business,' he says finally, 'that you cross paths and come and go.'

I'm not sure why he's so uncomfortable talking about Gwyneth, but I'm wishing he would just relax and let go. I'm not having much luck. Joseph doesn't particularly engage with the idea that next year will be his biggest year since his annus mirabilis of 1999, though he does acknowledge there is a lot of 'heat' on Running with Scissors and floats the notion of a seven-year cycle. He famously turned down a five-picture deal with Miramax after Shakespeare in Love to go to India and then on stage at the Royal Court for 200 pounds a week. 'In fact,' he corrects, 'that deal was offered to me before Shakespeare in Love. And also', he goes on, relenting a little, 'I did Shakespeare in my late twenties and now, in my mid thirties, I'm moving into another area of characters and castings. So it's ever changing and shifting; that's what you have to listen out for. I'm loving that transition.'

How has he changed during that time? He wipes the tablecoth with the flat of his hand and tucks his hands defensively in his armpits. 'I've always been very settled and balanced, but I think - long pause - I've got more comfortable with myself. You get more comfortable with what you're doing. You have a bit more wit and wisdom and judgement.' He gives a faint grin.

Didn't he once say he was never satisfied with any part he played? 'Did I? Where?' he demands. 'Yes,' he concedes, 'there's always a little bit of that , for sure.' He didn't regret turning down the five-picture deal? 'No, I thought that if I did that for five years I wouldn't be free, and I like my freedom.' And that was why he hadn't got married? He looks at me. 'I've noticed you throw in these deft questions. I can actually see you writing the piece as you go along!'

I don't, I protest. So is that why you haven't married? 'I don't look at marriage as a five-picture deal - more a 50-picture deal!' And that puts him off? 'No, I don't see it in the same way at all. When the time's right I hope it will all fall into place! Are you married?'

We talk about this and the phenomenon of instant attraction. 'But things are more complicated than that,' he points out. 'It's also about whether you can make the relationship work - all the other things.' We move on to self-awareness. 'I think I always have a part of me that is the observer,' he admits.

But he clams up again, when the conversation goes back to him. Romantically, he has been linked to the actresses Sara Griffiths and Catherine McCormack and the model Naomi Campbell. More recently, he lived in Notting Hill with make-up artist Fiona Jolly. They met on a shoot. But when Joseph met the Australian actress Natalie Mendoza on a film set his relationship with Fiona ended and he sent her a cheque for her share of the house they had bought together but never lived in.

As a child he was always moving - previous interviews have made much of the fact that the family moved 14 times in 15 years because his parents Mark and Jini supplemented their income by doing up houses. 'They weren't property developers!' Joseph objects. Whatever, they crisscrossed Ireland, Wiltshire, and London. Mark grew vegetables to feed the family and Jini partly home-educated the brood; Ralph, now 43, Magnus, 40, a film music composes, Martha 41 and Sophie 38, both filmmakers. Joseph also has a twin, Jake, an estate manager and a foster brother Michael, an archaeologist. 'I'm not into dressing it up as a wonderful, bohemian, gypsy life, it was kind of rough. I went to something like 14 schools,' Joseph admitted seven years ago. He added that 'from the age of about five to twelve I was a hideous little terror who beat people up. I was a member of The Rough Gang - we terrorized all the pupils.'

His parents, too, seem to have had disrupting childhoods. His father went to Eton, but was packed off to work on cattle and sheep stations in Australia, New Zealand and Texas when he got a serious kidney infection in his teens - doctors said it would be good for his health. Mark settled on a farm in Suffolk in the Fifties, met his 'magnetic' wife Jini Lash and became a photographer. According to a website, she had had a 'painful childhood lacking in love, security, peace, and support,' first in India in the days of the Raj, then in England at the end of the Second World War. She left school at 16, saw a Jungian analyst and went to art school. Daughter Sophie once observed that her mother loved Ireland, 'this incredibly free and abandonded landscape. She was a Jungian who wanted to expose us to the real, root nature of life.' But when Joseph was in his teens, Jini got breast cancer. She went on a pilgrimage and wrote a book in which she said that she never doubted love was the 'central unifying force.'

Joseph's path has been similar to hers; he also left school at 16 and went to art college in Lowestoft. A year later he joined the Old Vic Youth Theatre and did a stint as a dresser 'picking up knickers' at the National. But a part opposite Helen Mirren in A Month in the Country lead to a cameo in Stealing Beauty. Two years later, he was playing Sir Robert Dudley opposite Cate Blanchett in Elizabeth and then starring in Shakespeare in Love.

He was 21 when his mother died of cancer. 'I now work for Breakthrough Breast Cancer,' he says. He also went to Angola for Christian Aid. "Everyone has their own process of grieving," he observes. 'It's painful and it rocks your world.' His father, who remarried (to a florist, Caroline Evans) died a year and a half ago. How did he cope with that? Joseph shoots me a look. 'This is not about Running with Scissors.' But was it tough? "This is supposed to be about the film." I lower my eyes, reproved. 'It's just that,' he says more sweetly, 'other people will read this. People have sisters, cousins, who might read this piece on the Tube. They might love my father just as much as me or, in their eyes, more.' The atmosphere has become awkward. I return to his movies. Joseph is directing a short next year and has just filmed Goodbye Bafana about the man who was Mandela's prison guard. 'I saw Desmond Tutu and Nelson Mandela once, from a distance,' he exclaims, his face lighting up engagingly. 'Two visionary men.'

His other project this year was shooting The Darwin Awards, a comedy in which he plays a forensic detective alongside Winona Ryder. What was she like? 'Great, she's wonderful fun.' She didn't steal anything? He stares. 'That's a terrible thing to say!' 'It was a joke!' He shakes his head. 'I don't know whether to trust you. You know, I don't do much publicity. You protest your innocence and then you say things like that!' 'It was a joke!' 'But you might attribute that remark to me,' Joseph says darkly.

He hurries up, suddenly desperate to leave. 'My car's been waiting half an hour. Ok? I really have to go. I have a four-hour photo shoot.' He is zipping up his jacket, all fragile trust gone, and I can almost see the thought bubble coming from his head. I'm going to be stitched up. This is a nightmare.

My cheeks are burning. I feel awful. 'Good luck,' Joseph says firmly, holding out his hand. Good luck in what? He turns to go. 'Oh by the way,' he says. 'I left you the fishcakes'. Thanks, I say distractedly. He raises his eyebrows. 'That was a joke.'