Many believe that his obsession to get to the role of The Joker took a dark toll on him, and led to his death. He died at the age of 28 on January 22, 2008 from an accidental mixture of prescription drugs.
Ledger's sisters Kate Ledger and Ashleigh Bell talked about the rumour after attending the premiere of I Am Heath Ledger at Tribeca Film Festival on April 23.
"He wasn't depressed about The Joker. Honestly it was the absolute opposite. He had an amazing sense of humour, and I guess only his close family and friends really knew that. But he was having fun," Kate said.
They also said that they were shocked by reports circulating around the time of his death.
Revealed: Heath Ledger's diary which he kept while preparing for Joker
"It was coming out that he was depressed and it was taking a toll, and we were going, ‘What?'" Ashleigh said.
Ashleigh further added, "I don't know if it was the case that we wanted to clear it up, but as soon as he had the movie everything that came into light about The Joker, we were all so confused."
Heath received the Best Supporting Actor trophy at the 81st Academy Awards posthumously for his role of The Joker.
Nine years after his death at age 28, audiences are seeing a different side of Australian actor Heath Ledger through the lens of his own camera.
Documentary I Am Heath Ledger uses thousands of hours of self video shot by Ledger, as well as his art work and music videos, to paint a portrait of the young actor who took Hollywood by storm in roles like Brokeback Mountain and The Dark Knight.
Rather than dwell on his January 2008 death in New York, the film uses Ledger's video archives and interviews with his family and closest friends to "celebrate Heath's life and to tell the story of this multi-faceted artist," director and producer Derik Murray told Reuters Television.
The film also seeks to counteract the lingering perception that Ledger was severely depressed when he accidentally overdosed on painkillers, anxiety and insomnia medication.
"He was super happy and he was loving life. He struggled with some demons, but he wasn't one to go anywhere but forward," Ledger's Hollywood agent Steve Alexander says in the film, which was launched at the Tribeca film festival this week.
While Ledger's friends including Naomi Watts and director Ang Lee were interviewed for the film, Michelle Williams' - Ledger's former fiance and mother of his daughter Matilda - chose not to take part, said her spokesperson.
In memory of Heath Ledger
Murray said Williams' support was integral to the film "but she really didn't feel she wanted to be in front of the camera."
Ledger was found dead a few months after the couple split up and shortly after filming his role as the manic Joker in The Dark Knight.
"There was a lot of conversation and chatter around the fact that his passing was a byproduct of his role as the Joker and that he spiraled down this path and couldn't pull himself out of it," said Murray.
But Murray said everyone the film-makers spoke to said this was untrue. "He had the best time making it... The Joker was a role. He was enthralled by it. He was proud of it."
I Am Heath Ledger will get a one-night showing in 300 US movie theaters on May 3 and premiere on Spike TV on May 17.
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