Baby Reindeer: Martha and Donny Are “Almost a Love Story,” Says Jessica Gunning

“When you hear that this is a story about a female stalker, I don’t think you would ever imagine it goes the way it does,” says Gunning, who plays said stalker on the Netflix sensation.

There’s a scene in the new Netflix series Baby Reindeer where Martha, the stalker played by Jessica Gunning, confesses something to the subject of her obsession, a bartender-comedian named Donny (Richard Gadd). It’s Martha’s dream superpower—which, on paper, sounds like a fantasy pulled straight from Silence of the Lambs. 

“Did you ever want to, like, unzip people, and climb inside them?” Martha asks. “I wish humans had a chin zip, and it would go all the way to their bellies…[I’d] just unzip them and tuck myself away.” 

Most actors who auditioned to play Martha interpreted the character as evil, and underscored these lines with ominousness. But Gunning, a British actor perhaps best known to US audiences for the Amazon ensemble comedy The Outlaws, played Martha as soft, not sociopathic. Like a person so profoundly alone that she wished she could live life cozied up inside somebody special. 

In a phone call with Vanity Fair, Gunning explains, “If I ever tried to play the stalker side of Martha, you’d lose her completely because she isn’t a villain. She’s not scary in that sense. I mean, her actions might be received as that, but she never intends it that way. I never, ever saw her like that.” In a separate phone call, Gadd says that’s what made her right for the role. “The thing Jess got straight away was the fact that Martha was a bit cute and a bit odd and a bit empathetic and a bit weird.”

The thing about Baby Reindeer is that Gadd did not only create and star in the series: He also lived it. During a particularly dark time in his life, Gadd really was stalked by a customer to whom he had offered a free drink; his ordeal lasted about five years. Though the specifics have been changed—and Gadd cannot legally discuss details of the real-life situation—the compelling series seems to parallel Gadd’s life down to the more than 40,000 emails that Martha sends Donny. (When I ask Gadd if “Baby Reindeer” is the nickname his real-life stalker gave him, he tells me, “I don’t think I can talk about that.”) 

Like his character in the show, Gadd did initially feel sorry for the real Martha—and acknowledges his complicity in their relationship. Reeling from the impact of severe sexual abuse, Gadd was trapped in such a cycle of self-hatred that he initially appreciated getting attention from someone who saw him as a better version of himself. He fed into it, sometimes indulging her flirtations. 

On the phone, Gunning defends Martha: “The truth of it, for Martha, is this is the first time in a long time she connects to somebody who compliments her, who’s nice to her, who spends time with her. I think he got out of it as much as she did.”

Though Martha crosses several legal lines in her pursuit of Donny, and has no understanding of the word “boundary,” Donny still finds himself magnetically drawn toward her. The show unravels like a psychological mystery into the depths of Donny and Martha, finally pinpointing the past wounds that set them on such emotionally intense, intersecting paths.

“I think they bond over shared trauma,” Gunning says. “I think it’s such an interesting, almost a love story in a way—how these two lost souls find each other at this time of their lives. Both of them are kind of unseen before they see each other.”

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Gunning had a slight head start with the Baby Reindeer material before auditioning; she had seen Gadd’s Edinburgh Comedy Award–winning, semi-autobiographical 2016 show Monkey See Monkey Do, about the same severe sexual abuse that Donny contends with. When Baby Reindeer originally premiered as a semi-autobiographical play in 2019—and immediately blew up—Gunning couldn’t get into the sold-out show. So instead, she bought the play when it was published as a book and devoured it. “I was absolutely hooked,” the actor says. 

When she heard about the audition to play Martha on the Netflix adaptation, she pushed harder than usual to be cast. “Usually I kind of leave it up to the universe—‘If I’m right for this part, I’m right for this part,’” says Gunning. “But I had such a strong response.”

At one point, she even had a makeup artist friend age her up so that she could convince the show’s creators that she could play credibly older. (In the play, Martha is about two decades older than Donny—an age gap that the Netflix series ended up shrinking.) “It must have been a five pound wig that sat on her head all weird,” laughs Gadd. “I’d always seen Jess in shows and thought she was criminally underutilized—always playing the comic relief character. There was an essence of something there that I could tell was bursting to get out. I fought for her against the tide, but then one day she just came in and knocked everyone away.”

In Gunning’s performance, Gadd saw the same cocktail of qualities his stalker possessed. The fictional version of Martha can veer wildly from vulnerable to overconfident to threatening to adorable to damaged, sometimes all in a single scene. “The show hinges on her abilities to do every emotion at once,” Gadd says. “I felt like Jess believed the reality of Martha in a way, rather than playing a character.”

Though Gunning knew Martha was based on a real person, the actor says she made a conscious decision to learn as little about that woman as possible. So she didn’t ask Gadd much. “We’d occasionally have conversations about how he felt during certain moments [of the story], but a lot of it was from the text,” she says. “He’s managed to capture so many different sides to her…It’s clear that they knew each other quite well  and got to know each other through the course of this story. When you hear that this is a story about a female stalker, I don’t think you would ever imagine it goes the way it does.”

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The actor did do some research on the subject of stalking—particularly limerence, a form of obsession with someone that is usually one-sided. “It’s when somebody takes the smallest thing that someone might say and loads it up in their imagination,” Gunning says. “With Martha, Donny would compliment her, and she would go home and inflate that moment into something hugely romantic that means they’re meant to be together forever.”

Gunning loved that Martha had some spice to her too—she wasn’t some stalker who adulated her subject. “The thing that fascinates me about Martha is that she’s quite critical of Donnie,” laughs Gunning. “She says that his comedy is a bit shit. She’s his number one fan, but his biggest critic.”

Gunning combed the script for clues about the core truth of Martha and Donny’s relationship. The actor tells me about stage directions Gadd wrote for a scene in which Donny and Martha sit across from each other in a courtroom. It’s the end of the stalking saga, which has been horrible for each person, and Martha is finally being held accountable for her actions. Both characters look forlorn.

In the script, Gunning says, Gadd wrote, “They lock eyes and this isn’t a jump scare moment. This is just two lost people looking at each other.”

Says Gunning, “I think that’s the crux of her, in a sense. Martha was a big brain and, as Donny later learned, did have a law degree and was quite a lot of the things she said she was. There’s a part of Martha that feels misunderstood and maybe undiscovered. Not to sound too cheesy, but I think they do connect. And it’s really clear they did have a bond. Then that went wrong.”