Dunst, 28, rose to fame as a teenager playing a young vampire in the 1994 movie "Interview With the Vampire" with Tom Cruise and Brad Pitt before starring in the "Spider-Man" trilogy as well as the 2006 film "Marie Antoinette", which also featured her appearing in the nude.
"I was comfortable with it and it just felt more vulnerable, you know?" Dunst told Vanity Fair magazine about shooting a naked scene in "All Good Things".
"There's actually a very good reason for it," she said. "And the way we shot it went a lot further, but it ended up getting cut. After this, I also have a nude scene in 'Melancholia'. So they'll get used to seeing me naked. Trust me, they'll be over it by the next film."
"All Good Things", which opens on Friday, is based on the true story of Robert Durst, a New York billionaire whose wife Kathleen McCormack went missing in 1982. She was never found. The movie depicts how the 20-year-old case is re-opened and how her husband, who is portrayed by Ryan Gosling , is accused of her death.
The real Durst was arrested in 2001 after the remains of his dead neighbor were found. Durst skipping a court hearing and became a fugitive before he was eventually caught at a supermarket. He admitted to killing the neighbor while posing as his sister-in-law, claiming self-defense.
Durst was sentenced to five years in prison and was paroled in 2005. He was found to have violated its terms in 2008 and was sent back behind bars.