The Irish actor, 44, revealed that the “amount of scenes” shot in one day was “staggering” during an interview alongside writer Steven Knight and producer Caryn Mandabach.
Cillian explained that the most challenging part of the show was their “really, really intense schedule” before Ms Mandabach interjected: “We’re broke!”
She revealed that “money was always a problem” and that they shot on a budget around one-fifth of Netflix show The Crown – which was estimated to be £50million-per-season last year.
Ms Mandabach said that Heads of Departments were paid “half their fees” and both actors and musicians took huge cuts because “they actually wanted to work on this show” rather than it being “another gig”.
She said: “Sometimes you get lucky, sometimes you don’t because people were looking for this kind of love, we got to work with all the best – look at the actors we got!”
One unnamed actress who is due to appear in the show and was described as “extremely fancy”, was warned: “She’s not going to get milk in her tea, there will not be a car, sorry to say, we like buses.”
Cillian explained that their reduced budget often meant filming 25-minute scenes in one take and multiple scenes from different episodes in one day.
He told AOL’s BUILD series last year: “So the amount of set-ups, by that I mean scenes that you get through in one day, is quite staggering.
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“They require a lot of preparation and then we shoot them almost like a play, two cameras… one on the other actor and one on me.
“So you can have these 20-25-minute takes, which are deeply satisfying as a performer and an actor because it’s such great text and they… are the ones I look forward to most.”
Cillian added that “fighting and shooting guns is fine” but there needed to be a “wonderful story and tension between characters” to keep audiences engaged.
He felt that if there wasn’t such a strong script behind those action scenes the show would be “meaningless really”.
Peaky Blinders creator Mr Knight told NME this month that season six would be “a tragedy” and focus on the politics – after the gang failed to assassinate fascist Oswald Mosley.
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During an interview with PeakyBlinders.tv, he added that the show would tap into the “supernatural element” in new episodes and the question: “Is Tommy cursed?”
Mr Knight continued: “In other words – is everything predestined? Are lives already mapped out? Do you have free will or not?”
He claimed that Cillian’s character “sometimes feels” that “everything is destined to stop him or move him in a particular direction”.
Mr Knight added: “It’s the same with the whole family… I explore that more in the next series.”
Peaky Blinders seasons one to five are available to watch on Netflix.