A heartbreaking love story between two women, shot with exhaustive and intimate detail, "Blue Is the Warmest Color" opens Friday in New York amid waves of chatter and controversy. Much of that has been sparked by the film's extended (if simulated) sex scenes, and widely publicized comments from actresses Léa Seydoux and Adèle Exarchopoulos about the grueling methods of director Abdellatif Kechiche.

But the performers, who shared the Palme d'Or with the filmmaker at this year's Cannes Film Festival, confess no regrets. "We want to laugh now," said Ms. Seydoux, who is 28 years old, during an interview at the recent Toronto International Film Festival. "I'm an actress who likes to take risks. I was very happy to do this. It was time for me to go 'whoosh' and give myself entirely."

Léa Seydoux as Emma and Adèle Exarchopoulos as Adèle in Abdellatif Kechiche's 'Blue Is the Warmest Color.' Sundance Selects

Ms. Exarchopoulos, the 19-year-old actress who also lends her name to the film's French title ("La Vie d'Adèle"), likewise seized an opportunity. Though relatively unknown, she's in nearly every frame of the film, often lensed in close-ups that emphasize her teenage character's galvanic surges of emotion and longing. "It's very empowering," said Ms. Exarchopoulos, sitting adjacent to her co-star in a hotel suite with her feet propped up on the arm of a chair. "This is a story that can speak to everyone. I love the way Abdellatif gives justice to women in his movie and to actresses in life. Even if he is a tough guy, he gives you justice."

The film, adapted from Julie Maroh's graphic novel, charts the relationship between Adèle, a working-class high-school student who becomes a kindergarten teacher, and Ms. Seydoux's Emma, an older artist from a comfortable background who becomes the transformative first love for the younger woman. Its immersive flow is navigated through the constant motion of flickering gazes, close-ups of mouths stuffed with food and festive scenes filled with dancing—a sensory overload of a piece with the sex scenes.

"It was necessary to create a process of identification with the viewer," said Mr. Kechiche, 52, the Tunisian-French director of "The Secret of the Grain" and "Black Venus," during a separate interview. "This creation of intimacy, it's not necessarily about the sex scenes at all. It's really about seeing Adèle. Seeing the way she eats, seeing the way that she is alone, seeing the way she breathes, seeing her in all these situations."

Mr. Kechiche came across the source material by chance, and was struck "by the way the colors and images expressed different things and how the story talked about the passion of love." He applied that to ideas from an earlier notion for a film about a professor experiencing a major life crisis. "I imagined a woman going through a lot—a breakup, grief—and how she dealt with those things but didn't change her obligations in regard to her work."

Yet, as Ms. Exarchopoulos noted, the script was secondary. "He wanted me to read it once and forget it," she said. "We built everything day by day, on the set. He wanted me to feel things, not intellectualize. She's young. She doesn't know who she is yet, like me in real life. I still don't know."

Ms. Seydoux, a stylish and accomplished performer twice nominated for the César, France's answer to the Oscar, only met her co-star briefly before the production began. "It was kind of like love at first sight," she recalled. The actress relished the chance to explore her masculine side as a seductive lesbian painter with blue-tinted hair and a James Dean swagger. "When I see a film, I'll be more inspired by Marlon Brando than by Audrey Hepburn. I really wanted to play this character. I wanted to be a dude."

Although the performers had to risk physical and emotional exposure to reach moments, said Ms. Exarchopoulous, "when you abandon yourself and all your life and all your soul and you just whoosh," that also was the point.

"I understand some people aren't used to [the sex scenes], so its kind of 'woo-woo,'" said Ms. Seydoux. "You're ugly sometimes. You're boring sometimes. You're cool sometimes. It was important to see the evolution and the magnetism. It was visceral between the two of them. It's saying I need her. I need her skin like the camera needs our skin."

Ms. Exarchopoulous did, however, offer one suggestion. "In the beginning, I take pleasure to kiss her, to simulate the scene," she said of her co-star. "But when it's too long sometimes you're like 'whoa.' There are six people here and I've undressed myself. Everyone should get naked. It would be more cool."