Sean Penn has been to the Cannes Film Festival about a dozen times — from bumming around with Robert De Niro in 1984 to presiding over the jury.

But his last visit was rocky. Penn’s film, 2016’s “The Last Face,” flopped with critics in way that would make some filmmakers gun shy about returning.

Penn, though, didn’t hesitate. On Saturday night, he premiered in Cannes his latest film, “Flag Day,” in which he also co-stars.

A few hours before walking down the red carpet, Penn sat comfortably in a hotel bar, excited to be back. The festival is the greatest in the world, he said. “Everyone knows it’s the big game.”

And it’s a game Penn welcomes. Cannes is worth it, even if he takes a few lumps. 

“The bad stuff, these days, I’ve been on such extreme ends on that. It’s like: whatever,” says Penn. “The thing is: I am confident that I know as much — more –about acting than almost any of these critics. And I’m very confident in the performance I’m most concerned about.”

With that, Penn raises his hand and points toward where his daughter, Dylan Penn, is sitting. Dylan, 30, is the star of “Flag Day.” She has dabbled before in acting but it’s easily her biggest role yet. In the film, adapted from Jennifer Vogel’s 2005 memoir “Flim-Flam Man: The True Story of My Father’s Counterfeit Life,” she plays Jennifer Vogel, the journalist daughter of a swindler and counterfeiter (played by Penn). 

Her father’s confidence isn’t misplaced. Dylan is natural, poised and captivating. She looks a veteran, already, which might be expected of the child of Penn and Robin Wright. And those critics? Variety said the film “reveals Dylan Penn to be a major actor.”

But for a long time, Dylan never wanted the spotlight. 

“Growing up, being surrounded by actors and being on set, it was really something that didn’t interest me at all,” Dylan says. “I always thought, and still think, my passion lies in working behind the camera. But as soon as I expressed wanting to do that kind of thing, both of my parents said separately: You won’t be a good director if you don’t know what it’s like to be in the actor’s shoes.”

Dylan is stepping forward in movies the same time her father is withdrawing. Penn, 60, is in the midst of shooting Sam Esmail’s Watergate series for Starz, with Julia Roberts. But he has recently pulled further away from Hollywood. Penn devotes more time to Community Organized Relief Effort (CORE), the nonprofit he started after the 2010 earthquake to help Haitians. Haiti has this week again plunged into crisis after the assassination of President Jovenel Moïse, a situation Penn calls heartbreaking. 

“These people have been working so hard to bring their country up and this kind of horrible violence, cynicism — whatever my suspicions the motivation was,” he says. “I’m glad that our teams are safe for the moment, but it’s horrible.”

During the pandemic, CORE has erected testing and vaccination sites, including one at Los Angeles’ Dodger Stadium, and dispensed millions of shots. In movies, Penn still has a pair of upcoming roles he says he promised to do years earlier. But beyond that?

“Then I just don’t know. I’d be very surprised. I don’t think I would start a movie without knowing if it was going to be a movie. And I don’t think I’d direct something that wasn’t a movie unless it was on the Broadway stage,” he says, and then smiles. “There’s a simpler way of saying that: I’m not interested in directing for the small screen.”

Penn is increasingly at odds with Hollywood’s dominant priorities. He’s never made a franchise film. He laments Marvel movies and “how much it’s taken up the space and claimed so much time in the careers of so many talented people.” He misses cinema that isn’t “just razzle-dazzle, Cirque de Soleil movies.” 

So-called “cancel culture,” he has issues with, too. Arguing that today he wouldn’t be allowed to play gay icon Harvey Milk (2008’s “Milk”), Penn recently said that soon only Danish princes will play Hamlet. 

But his biggest gripe may be with the onset of direct-to-streaming film releases. “The way I’ve always put it is: It’s not the girl I fell in love with,” Penn says. 

MGM will release “Flag Day” theatrically Aug. 13; Penn considers himself “lucky to have a movie that’s going to be a movie.” But it took years to reach this stage. Dylan first read the book when her father optioned it when she was 15. Many possible iterations followed — Penn didn’t initially plan to direct — but the prospect of doing the film with Dylan was appealing. 

“I have always thought if she wanted to do it, I’d encourage it,” Penn says. 

For Dylan, the father-daughter relationship of “Flag Day” — Jennifer tries to help and stabilize her scamming father but also inherits some of his more destructive, conman habits — is a half-reflection of their own bond together. 

“She always strived to have this really honest, transparent relationship with her father which she never got it in return,” Dylan Penn says. “I’ve tried to have that with my dad and got it in return.” 

“It made us a lot closer than we’ve ever been,” she adds. “Of course, there were times when I talked back or had an attitude, but it was like: You can’t. This is your boss. This is work. This is not your dad right now.”

Dylan grants the experience was so satisfying that she’d like to continue acting. Her dad, she feels, may be “passing the torch a little bit,” she says. Hopper Jack Penn, her younger brother, also co-stars in the film. The rest of the cast is more veteran, including Josh Brolin and Regina King. Original songs by Cat Power, Eddie Vedder and Glen Hansard contribute to the score.

But the most vibrant parts of “Flag Day” are the scenes between Dylan and her dad. 

“Dylan is — and I can say this in equal parts for my feeling about her as a person and as an actress — as uncontrived as it gets,” Penn says. “That’s a great quality to play off of.”

Follow AP Film Writer Jake Coyle on Twitter at: http://twitter.com/jakecoyleAP