Sapna, 24, was last seen on Anil Kapoor's TV series '24'.
'Khamoshiyan', also starring Gurmeet Choudhary in his Bollywood debut and 'Fukrey' star Ali Fazal, is co-produced by Bhatt's Vishesh Films.
"Bhatt saab and me had our on-and-off days. We bonded well but he used to scold me to get a better performance out of me.
I think he was initially not sure that I will be able to pull off such a complex role," Sapna told PTI.
"I played a 19-year-old on '24' but my character in 'Khamoshiyan' was very different and difficult. So, I could understand their dilemma. My director along with Bhatt saab moulded me into Meera. Bhattji was always present on the set," Sapna said.
The actress, however, is elated to be a Bhatt camp heroine.
"It feels great to be a Bhatt heroine. I couldn't have asked for anything better as a start. Every film of Bhatts is a hit. They put faith in me. It is a lovely and confident feeling," she said.
Sapna plays the role of Meera, a woman with a dark past.
"Meera was a very complex and confusing character. She is running from something in her life. She has had a very dark past which has given her a mysterious persona. It was not easy playing Meera as I needed to understand it properly."
The actress said the transition from TV to Bollywood has been fast and at time she feels unprepared.
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Sapna first shot for 'Satra Ko Shaadi Hai', produced by John Abraham's J A Entertainment, but as it is yet to release, 'Khamoshiyan' becomes her debut movie.
"I signed my first film 'Satra Ko Shaadi Hai' four months after '24'. I was leaving for its shoot when I got a call for 'Khamoshiyan'. It all happened within five months. The transition has been really fast. I feel unprepared at times.
It is as if I have been thrown at the deep end," she said. The actress would love to be a part of the sequel to '24'.
"Work on '24' has started. I think it is being written right now. If I am approached, I would grab the opportunity. I will never say no to '24'. Whatever I am today is because of '24'," she said.
'Khamoshiyan', directed by Karan Darra, releases on January 30.