Jessica Gunning looked for ‘iconic’ stalker roles to complement her performance in Baby reindeer.

On Sunday, September 15, the 38-year-old English actress won the award for Outstanding Supporting Actress in a Short Form or Anthology Series or Movie for her portrayal of Martha in the Netflix dark comedy series created by Richard Gadd at the 76th Annual Primetime Emmy Awards.

Later that night, Gunning spoke openly about preparing for her role while speaking to the press after her big win. She revealed that Kathy Bates had Miss was one of her sources of inspiration.

The actress said she researched “obsession with people” and the “iconic films” surrounding the subject, specifically mentioning the Oscar-winning Stephen King adaptation in which Bates, 76, plays the disturbing fan and stalker Annie Wilkes.

She noted that Bates was one of three stars who presented her with the award, adding, “So yeah, I was aware of stalker movies and roles.”

Gunning complimented Gadd’s writing style, saying her character was “so unique and unusual” on paper. “It was all really in the script for me and I just felt a connection to her. I never saw her as a villain. I saw her as a kind of complicated, lonely character, like Richard’s character Donny. It was all there in the work. I was just very lucky to get to play the part,” she said.

Reflecting on her first introduction to the role, Gunning said she couldn’t put the script down once she received it. “I read all seven episodes in one sitting and I just fell in love with the story, the writing and the character of Martha,” she said. “When we were filming, I was just so proud of Richard (and) this story. And when we were making it, I think we all thought it would be some kind of indie hit that people would watch.”

She remains “extremely close” to Gadd, saying, “He’s an amazing man. I think some of the writing he did on the show and the story he told in episode four was some of the bravest writing … I’ve ever seen or been a part of. So I’m incredibly proud of him.”

The show won four awards at the ceremony, including Best Lead Actor in a Short Form or Anthology Series or Movie and Best Screenplay for a Short Form or Anthology Series or Movie by Gadd and Best Short Form or Anthology Series.

Gunning said while accepting her first Emmy Award: “I honestly feel like I could wake up at any moment, this whole thing has been a dream. Thank you so much. I’m so incredibly proud to be a part of Baby reindeer. So I would like to say a huge thank you to everyone who let me participate.”

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In the series, the actress plays lead Martha, a woman who will do anything to stalk barmaid and aspiring comedian Donny – played by Gadd and based on his real-life experiences.

Watch PEOPLE’s complete coverage of the 76th Annual Primetime Emmy Awards.