The Amazon Prime series was filmed entirely in Scotland and is set on an oil rig off the coast, which is a world that Compston has some experience with.
When the actor was a child, his father worked out on the rigs, often leaving for weeks at a time, something which Compston says was known as a "place of hard work and hard drinking".
He told The Sunday Times: "I remember going to pick up my dad from the train station when I was a wee boy and he'd had a few. We had to actually pick him up. After they came off the rig they would go wild and then they'd dry out back on the rig."
He explained that the rigs are a big part of Scottish culture, especially in the northeast coastal towns where most of the families would know someone working there.
"Rigs are a huge part of the culture on the northeast coast of Scotland, but that job is changing and being pared down," he said.
"The challenge for an actor is to try and react to it."
He added: "And this show has twists and turns on a whole other level, putting even Line of Duty in the shade."
Talking of Line of Duty, Compston recently responded to the neverending rumours that the show will return for a seventh outing despite seemingly having an ending.
Speaking in an interview with GQ, Compston revealed that he, creator Jed Mercurio and co-stars Vicky McClure and Adrian Dunbar met earlier last year, explaining that they are all up for it, but the BBC hasn't given the green light as yet.
He explained that everything "is definitely on the table".
"We had a long talk about it and we all said that we'd be up for doing one more. One last one.
"So that's where we're at. That talk was in April and from then nothing's changed. All we've said is that we'd be up for doing one more at some point but none of us have signed on."
The Rig is available on Amazon Prime.
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