He has performed in front of stadium-sized crowds for decades, and met the Queen, so it seems unlikely that nerves would affect Sir Mick Jagger.

Yet the 64-year-old rock star admits that shooting the Martin Scorsese-directed concert documentary Shine A Light made him slightly anxious.

"Shooting this movie was quite nerve-wracking in some ways for us, and in other ways it was fantastically enjoyable," says the Rolling Stones frontman.

"It was quite a challenge. It was great fun, but it was a great challenge for everyone, both on the night and after it. It took us two days to shoot the picture, but we've spent four days doing the premieres and promotions. It's taken us twice as long doing that.

"Career-wise, you always see things as great fun, but they're also challenges, doing things that are slightly different from what you do normally."

Mick and band members Keith Richards, Ronnie Wood and Charlie Watts hardly needed to boost their career. The Rolling Stones have amassed 32 UK and US top 10 singles, sold more than 200 million albums worldwide, and are, arguably, the greatest rock and roll band in the world.

Featuring guest appearances by Christina Aguilera, Jack White and blues guitarist Buddy Guy, Shine A Light was shot at the intimate Beacon Theatre in New York during the band's A Bigger Bang tour - recorded as the highest grossing tour of all time - in 2006, though Mick reveals this wasn't his initial plan.

"At the beginning, I was thinking we would be doing some kind of film of this tour. And because we were doing this big concert in Rio de Janeiro on the beach, I started thinking it was going to be different than the normal concert," he explains.

"It was going to be a big event, a million people on the beach, a huge audience, a big occasion. There was going to be a lot of material in there to shoot. We even did a budget for that."

Eventually, the Oscar-winning Departed director, affectionately referred to as Marty, persuaded him otherwise.

"Marty said he really wanted to shoot something more intimate. So we'd come around completely - I'd gone from a million people, and he'd gone to something small," Mick continues, taking a sip of water.

"I said, Marty, the problem is, we don't have any intimate places booked on the tour. We have a fully booked tour schedule, so how are we going to do this? He had to convince me by saying shooting these intimate things are his forte. That's what he likes to do, that's what he wanted to do.

"It took me quite a long while to get used to the idea because I was rather fixated on this huge show. In my mind, it was an amazing thing for a filmmaker to shoot because there was so much stuff in the Brazil event. On the beach, there was so much action, and there were so many people."

The twice-married singer adds: "Marty didn't want to do it with big stages, because you're quite removed from a more intimate relationship between the audience and the performers. He felt that you don't really see much in the relationships in a big movie like that.

"Also, he wanted to be in a very confined space with a lot of cameras and a lot of different angles, which gives more control than being in a very large space."

They also discussed shooting the gig in different formats.

"We had this stunning meeting in my hotel room," Mick recalls, with a grin.

"There was a storm, the wind was blowing, there was a window that wouldn't close, the curtains were blowing and the chandeliers were wobbling - and we were all sort of laughing about it. We talked about shooting in 3-D, and shooting in Imax, because it was such a big event.

"I was focused on this because I thought it was different. Marty seemed very excited by this idea."

Eventually, the pair decided to shoot in Imax, to enhance the cinematic experience for fans.

"The funny thing is that Marty, after looking at all the options, decided he wanted to make this small, intimate movie and I said, 'Well, the laugh is that, in the end, it's going to be blown up to this huge Imax thing, so the intimate moment is shown in Imax'. We got both so we're happy with that."

The collaboration between Britain's biggest rock band and the acclaimed director was natural, according to Mick.

"If we're going to do this, we might as well start with a really top-flight filmmaker. It's good to start at the top," he says, laughing.

"Martin Scorsese is perhaps the most talented American film director and the Rolling Stones, a good rock band with a vintage approach to things, so the combination of the two would hopefully make an interesting couple of hours."

The Kent-born star loved working with the director, saying: "Marty's the best one around. He's a wonderful filmmaker and he really has a great passion for this.

"It's not something he just tosses off in a week, so to speak, as a fun thing. He's super-involved in getting it just right. He's fantastically devoted to detail. He hated the idea of winging it.

"He's a great guy to work with. He's not a person who dictates to you or takes the sort of high ground in knowledge or anything like that, and he listens to your points and either takes them or doesn't take them. He's very co-operative."

Deciding on a set list caused problems for both director and singer. While Marty wanted something definitive, Mick was more used to spontaneity.

"That was my big headache," the Golden Globe-winning musician admits. "It was quite a difficult set list to do. Normally, I just pick the one I think is best for the night."

Despite enjoying a career spanning 45 years and being no stranger to the limelight, the seasoned performer, famous for his trademark hip thrusts, readily confesses he felt under pressure.

"You get very pressurised in these situations," Mick says.

"The thing I always find is when you do a movie, you really have to come up to the plate and fortunately, we had two nights. The first night we played was more like a rehearsal in a way.

"By the time the second night came round, we got more adjusted to playing in a small theatre.

"This was going to be the night with all these people there and everything, but I felt really good about that particular night, so you just have to come and do it."

Mick feels he was born to perform, and feeds off the energy on stage.

"Performing to me is something you're born with in some ways," he says, smiling. "You can learn some of it - and you have to - but, ultimately, I think that performing urge is within you, and the best shows are from people who just naturally take to it. So I don't know where the energy comes from, it's just there."