In his second TV role, the Irish actor plays Sean McKeough, a local builder, in the four-part thriller from Derry Girls creator Lisa McGee and Tobias Beer.
The 24-year-old had two days after BBC Three drama Normal People finished before he started work on The Deceived.
He said: “I had two days off after I wrapped filming on Normal People and then I started filming The Deceived. This is my second ever TV role.
“As for whether I was nervous? Totally. I don’t have enough experience to feel completely comfortable stepping onto set but everybody was so welcoming and kind on this show.
“The nerves were very much present when I stepped on set on my first day for The Deceived.
“But I’d be worried if that feeling wasn’t present because I don’t think nerves are necessarily a bad thing.”
The Deceived follows Ophelia, played by Emily Reid, an English student who falls in love with her married lecturer, played by Emmett J Scanlan.
When their affair is interrupted by a shocking and tragic death, Ophelia finds herself trapped in a world where she can no longer trust her own mind.
Mescal said he picked the project because of his love for Northern Irish comedy Derry Girls.
He said: “I am a massive Derry Girls fan so naturally the first thing that jumped out at me were Lisa and Tobias’s names, that is always going to be exciting.
“The fact that this was a psychological drama didn’t particularly surprise or confuse me because the standard of the writing in Derry Girls is so good.
“It is hilarious and the quality of the script is so high that I had no trepidation over whether this would work or not.”
Mescal said he still struggled to comprehend the success of Normal People, which was adapted from Sally Rooney’s best-selling novel.
The 12-part series, co-written by Rooney and Alice Birch and directed by Lenny Abrahamson, has been a hit with viewers since airing on iPlayer in April.
In May, the BBC said it had seen 38 million requests to view it online.
Mescal said: “To be honest it is hard to describe accurately as it is something that I feel very much still in the middle of and I don’t really know what I feel at the moment.
“It has been so lovely and amazing and I am incredibly grateful that the show has reached as many people as it has and that the response has been so positive.”
The Deceived is expected to air in August on Channel 5.