Bobby Cannavale, Olivia Wilde rock in new series "Vinyl"

Bobby Cannavale and Olivia Wilde talk "Vinyl," Martin Scorsese

Emmy-winner Bobby Cannavale and SAG Award nominee Olivia Wilde have teamed up for the first time as husband and wife in the new HBO rock 'n' roll series, "Vinyl."

Olivia Wilde and Bobby Cannavale

The drama follows the sex and drug-addled music business of 1970s New York at the dawn of punk, disco and hip-hop.

Wilde wasn't born during the time period, but she no hesitations for taking the role. She took the gig although the show was originally set to start on the due date for her first child.

"Luckily I've been researching this role since I was 10 years old because this era always fascinated me, from music to art to fashion, so I was prepared for this," Wilde told "CBS This Morning" Friday.

Wilde plays Devon, a former actress, model and wife of Richie Finestra, the founder and president of American Century Records -- played by Cannavale -- who is trying to save his company.

Cannavale had to win over the blessing of rock legend Mick Jagger -- who is an executive producer of the show, along with Martin Scorsese. His first meeting was over Skype.

"It was really nervous about what I should wear and what the lighting should look like. And I have an apartment ... and it was very dark and I wore black because I thought that was cool and he was in a white shirt, it was funny and our vibes were just off ... and I think he was a little put off by me," Cannavale recalled.

So Cannavale headed to meet him in person and "sealed the deal."

Cannavle said Jagger also shared helpful stories about the era and his interactions with music executives.

Both actors also discussed the enjoyable experience of working with executive producer Martin Scorsese.

"It means everything," Cannavale said. "Any actor really wants to work with Marty. I think every actor wants to have the opportunity to call him Marty."

"I jumped right in," Wilde added, laughing.

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Wilde also addressed the recent buzz over a recent interview in which she said she didn't get a role in the 2013 film, "The Wolf of Wall Street" because she was too "sophisticated," which she interpreted as being "too old."

"Which to be fair, it should always be the director's choice and of course, I respect Marty's choice in casting, always, especially because he put me in 'Vinyl,' which was the result of that audition for Wolfe," Wilde explained. "So you should trust the process and do your best. You never know where your interviews are going to end up and you might end up with a better job."

"I used to be told we don't think he fits, that he's right for this world, which means you're (too) ethnic," Cannavale added.

"Vinyl" debuted in February, but is already renewed for a second season. You can catch the series on HBO on Sundays at 9 p.m. ET.

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