He added that, despite his transition, there was still a "huge part of my character that is female".
In the film, Cruz's character attempts to protect her teenage daughter, who identifies as a boy, in a bourgeois household dominated by an abusive, unfaithful husband.
It is not alone at this year's festival in embracing artists who reject traditional gender roles or tackle issues around sexual identity.
Another film in the main competition, "Monica" by Italian director Andrea Pallaoro, stars a transgender actress in the leading role, first in 79 editions of the festival.
Trace Lysette, known for her role in Amazon Prime series "Transparent", plays a transgender woman who returns to Ohio after a long absence to care for her dying mother.
"It's very rare that you see a script where there's a trans character at the centre and the movie is told through her lens," Lysette told reporters.
"Usually trans characters are more a sidebar vehicle for someone else's story."
Besides exploring the title character's emotional and psychological world, the movie reflects on "the precarious nature of each of our identities when faced with the need to survive and transform", said Pallaoro.
Struggling for decades
Themes of gender identity are also the subject of various documentaries in the festival.
In "All the Beauty and the Bloodshed", director Laura Poitras centres on the art and activism of US photographer Nan Goldin, whose early work focused on gay culture and volatile male-female relationships.
One of the breakout performances has been Quintessa Swindell, a non-binary actor, who stars alongside Sigourney Weaver and Joel Edgerton in "Master Gardener", playing out of competition.
Meanwhile, a documentary by French director Sebastien Lifshitz, "Casa Susanna", recounts the story of a clandestine community of cross-dressers in conservative America of the 1950s and 1960s, relying on archival footage and surviving members of this "pre-queer" history.
"It's been a struggle for decades to try to break out of the archetypes," Lifshitz told AFP.
Another French director, Florent Gouelou, presented "Three Nights a Week", a film he described as "a declaration of love" to the art form of drag.
In the film, Baptiste, a man in a relationship with a woman, discovers the Parisian world of drag queens and falls in love with one of them, Cookie.
"Through the character of Baptiste you see my own fascination and through the character of Cookie, you see my own experience as a drag queen," said Gouelou.