His career is full of epic parts. Since leaving Rada to star opposite Vanessa Redgrave in When She Danced in the West End in 1991 at 21, he's got used to playing leading men. Sheen's been called one of the best actors of his generation so many times he's lost count.
'I don't think about it: it's when they start calling me the former leading actor of my generation I'll start worrying,' he says.
Recently, he's made the films Bright Young Things with Stephen Fry and Heartlands with Damien O'Donnell in Los Angeles, getting a bit of 'stillness' back into his acting, as he puts it, a bit of breathing space from the extreme parts of the stage.
Now separated from his long-term, Los Angeles-based girlfriend Kate Beckinsale, he's back in London - although he always knew he would be back for Caligula, a part he was booked for almost three years ago.
'I've stopped indulging my angst over my career - all that worrying about whether what you do is worthwhile. If you're good at something, it's worthwhile. And if you can make audiences think a bit too, then so much the better.'
Caligula, Thu until June 14, Donmar Warehouse, 41 Earlham Street WC2, Mon to Sat 7.30pm (April 30 7pm), £15 to £26. Tel: 020 7369 1732. www.donmarwarehouse.com Tube: Covent Garden