Jared Leto wants to face life challenges in the same way his Dallas Buyers Club character did.

On Sunday Jared took home the Golden Globe Award for Best Supporting Actor for his portrayal of transgender and HIV positive Rayon in the movie, which is based on a true story.

Reflecting on the film, Jared has only praise for Rayon and hopes the character has taught him valuable life lessons.

"Rayon was beautiful inside and I hope that if I was ever faced with the enormous challenges and the brutal circumstances that she was faced with, that I would have the grace and the levity and the kindness that she did," he explained to Access Hollywood.

"She's a real person, she's this living, breathing, beautiful creature and I'm really grateful that I had the chance to get to know her."

The harrowing story is Jared's return to the big screen after a four-year hiatus. In that time Jared was busy touring with his band 30 Seconds to Mars.

The 42-year-old star had to push past the physical elements of playing a woman so he could fully focus on the story being told.

"You're playing a character that's so far removed from parts of yourself that you normally inhabit. It's wild, even putting on lipstick is a very shocking thing, [and] putting on heels is a very shocking thing, putting on tights is a shocking thing.

"It's all very, very explosive in a way, but then you have to take all that stuff and make sure it doesn't get in the way," he added.

Jared's co-star Matthew McConaughey took home the prize for Best Actor in a Drama for his lead role in the movie. He plays Ron Woodroof, who begins importing HIV medication to the US after he is diagnosed with the disease.

Matthew took the role to shake up his career, in a move that saw him leave behind the genres he was known for.

"My career was going fine. I enjoyed my career. I enjoyed romantic comedies. I enjoyed the action comedies. I enjoyed the action movies that I was doing. I enjoyed all those. I just wanted to shake up my career, recalibrate, shift gears, and evolve a little bit to do something that was turning me on at this time in my life," he explained.

"Call that turning 40 as a man, I don't know. It could be many things. Call it having a family. All of these things add to it."