The 43-year-old actress won rave reviews and an Oscar nomination for her performance in the 2001 musical.
But now, in an interview with The Hollywood Reporter, she says she suffered for her art.
The redhead tells the entertainment magazine: 'I got a bad injury when I was doing Moulin Rouge; I tore some cartilage in my knee.
'But it was that dancing mentality where you keep dancing.
'It was like 3am, and I was thinking, 'I'm so tired and I probably shouldn't do another one in these heels but yeah, OK, one more take, this will be it'.
'And I just kind of fell and tore my knee up.
'I broke a rib on that too, but that was in rehearsal, so I had time to recover.
'The knee was bad because it [lasted] the next couple of years...
'But when you're in a role, it's almost like a high. Once we started, there was no way I was going to stop.'