In an interview with the Radio Times he said: "I went back to the Bible, which I had only ever read as a schoolboy, but it didn't really feel I was learning anything that was going to help me play the part."
He has insisted the programme does not judge Catholicism, but said he welcomed anything that opened up discussion "freely and diplomatically".
The 43-year-old plays chain-smoking, Coke-swilling pontiff Pope Pius XIII in the ten-part series.
It begins on Sky Atlantic later this month and the father of five says his character is "complex and conflicted".
Law said he thought hard about speaking about his role for fear of offending the Church
He told Radio Times: "Obviously, I thought long and hard about that.
"But we are only investigating the conservative side of Catholicism. We're not scandalising it. We're not judging it.
"I'm sure someone somewhere is going to be offended by it but that's what storytelling is about, opening discussion, openly, freely and diplomatically... I'm all for that."
He added: "The themes are more about how an individual survives one's relationship with faith as opposed to accurately portraying Vatican politics."
The trailer released sees Law's pontiff saying: "I am a contradiction. I'm God: one in three and three in one. Like Mary Virgin the Mother, like man good and evil."
The programmes commissioners say they hope it triggers questions rather than causes upset.
Law told the Radio Times many of the show's writers were Catholic and that they also used consultants from the Catholic Church.
"I don't think they will find it offensive. They will find it challenging," he said.