Leto says the role has changed him forever.
"I think it's one of the most daring things I've ever done. I play a transgender woman who's addicted to drugs and dying of AIDS. You know, that's a challenge," said Leto.
He stars alongside Matthew McConaughey in a movie about the early days of AIDS and the fight to find treatments outside those approved by the FDA.
"It's a dramatic film. It's a very funny film. It shows you a world that you may not have seen before. It certainly shows you a side of me you've never seen before," said Leto.
"Dallas Buyers Club" goes into wide release Friday.