Filmmaker James Gray sighs the sigh of that Joaquin Phoenix question.

It’s not a sigh of impatience, but of resignation. When your A-list star, your muse in three movies, abruptly announces his “retirement” from acting after finishing your latest collaboration (“Two Lovers”), when he still shows up to promote the film, even in a discomfiting David Letterman TV chat, the questions will come. It’s just that Gray, who directed Phoenix in “The Yards,” “We Own the Night” and now “Two Lovers,” has no answers.

“I just don’t understand,” Gray said. “I don’t really talk to Joaquin socially. I know him in a work capacity. I hear from him, now and then, outside of work. But I don’t get it. I don’t.”

Phoenix made his announcement last fall at a film festival and underlined it by scrawling “Good Bye” on his knuckles and holding the hands up to the camera. He made a widely ridiculed appearance as a rapper. So, instead of plugging his critically acclaimed movie (The New Yorker’s Anthony Lane compared it to the classics “Rear Window” and “In a Lonely Place”), Gray is avoiding the rap that he’s the director who drove his flaky star to quit.

“He is an artist, and he does not care what people think of him,” Gray said of Phoenix. “I have never known anyone who cares less about what people think of him. It’s not arrogance … He doesn’t watch his own films. Hasn’t watched one since 1998. He doesn’t want to risk repeating himself.”

Gray said he hopes that Phoenix, who has displayed an “I can take it or leave it” attitude toward acting for years, isn’t retired. But the filmmaker is moving on. He has an existential mystery-adventure piece about a British explorer who disappeared in the Amazon in the 1920s. And he has a new “muse,” an actor dying to film that. That actor? Brad Pitt.

“There’s nobody wearing a (superhero) cape in it, so who knows if it’ll get financed in this economy?”