Kevin Costner proved to be a stand-up guy during an intimate scene in his new movie ... 'cause his costar says he brought a sensitive nature to filming the down and dirty.

Abbey Lee -- who stars in Costner's new movie "Horizon" -- dished on going all the way with Kevin onscreen in an interview with People ... and, she says the veteran actor brought a great deal of sensitivity to the interaction.

Lee says Costner was aware of how daunting sex scenes can be ... adding he wanted to make sure she felt comfortable while they filmed -- and, sat down for an extra-long convo about all the beats of the scene before they started shooting.

Costner made it clear to her there'd be no nudity in the scene, she explains ... adding the full conversation made her feel a little bit extra comfortable when they shot it.

That said, Abbey admits there's always a small feeling of discomfort in these intimate scenes ... especially 'cause the crew has to look on at this fake, private moment. Just a super strange feeling in her view.

The new flick opened this weekend BTW ... and, the reaction's been lackluster, to say the least. It's only made $11 million at the box office and it's got a 40% on Rotten Tomatoes -- so a shaky opening on both counts.

Bottom line ... Kevin Costner's always looking out for his fellow actors -- especially when they have to get up close and personal.