The Alan Partridge star will play Savile - who is believed to have been one of Britain’s most prolific sex offenders - in BBC drama The Reckoning.
The decision to look at the late presenter's life has been blasted by some.
However, Coogan told the Evening Standard that he had "expected a lot of antipathy towards it" but feels it needs to be looked at "to make sure it doesn’t happen again".
The star, 56, said the story isn't just about Savile but also the nation and how we are with celebrity.
Coogan said Savile either "hoodwinked" the nation, or that the nation "enabled him" as, because of who he was, he may not have been subject to the same scrutiny as a normal member of the public.
He said: “And because he made friends with people in powerful places, he was able to operate with impunity... That’s why the story has to be told, I think, because you need to see how someone like this operates."
"I’m pretty confident when it comes out it will justify itself," he added.
Savile was well known for hosting BBC shows such as Top Of The Pops and Jim’ll Fix It.
He died in 2011 aged 84 and the following year was exposed as a serial sex offender.
It was discovered that he had used his celebrity as well as his involvement in charities, hospitals and prisons to abuse hundreds of people over the years.
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