The British actress was joined on the red carpet in London's Leicester Square by co-star Chris Pine and director Sir Kenneth, who also stars as Russian villain Viktor Cherevin.
Knightley laughed: "It was hysterical. The main reason I did this film was for Ken Branagh - I've been a huge fan of his since I was a kid and the opportunity to work with him, not only as an actor but as a director, was something I couldn't say no to.
"So it was totally mad, because he's playing the nastiest villain you can imagine, who does some horrific things to me. So he'd be completely horrendous, and screaming in my ear and all the rest of it, and then suddenly go, 'Okay ladies and gentlemen, thank you so much. And that's a cut and that was lovely', and be this sweet man. So it was quite schizophrenic."
The action thriller, based on the novels by Tom Clancy, sees Pine take on the role of the CIA agent previously portrayed on screen by Alec Baldwin, Harrison Ford and Ben Affleck.
Pine donned a tweed suit and dapper silk pocket handkerchief for the premiere, and revealed he'd regretted not visiting a tailor on Savile Row while filming the movie in London.
He confessed: "I was desperate to get a suit made, which I failed to do, but it's still on my bucket list. And I wanted to get pair of shoes made but I did buy a page boy hat.
"I love British style, the tweed is definitely my ode to the British banker of the 30s."
The majority of the film is set in Russia, and though some filming was done in Moscow, much of the shooting saw Liverpool, Manchester and London substituted for the Russian capital.
Sir Kenneth said the cast and crew had to become as nimble as secret agents to get the location shoots done as quickly as possible.
"We got a move on, just like Jack Ryan does in Moscow, we moved like the wind," he said.
"You have to because the Moscow traffic and everything about Moscow moves very, very fast and people do tend to get a little bit suspicious if you hang around for too long, and some people you do want to stay out of the way of.
"So we were as polite and grateful for a kind welcome in Moscow, but we moved very quickly."
Jack Ryan: Shadow Recruit, which also stars Kevin Costner, is released in cinemas on Friday.
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