Netflix has proven a creative playground for nearly every genre of television. With “Godless,” the streamer is debuting its first western. The seven-episode limited series, which stars Michelle Dockery (“Downton Abbey”), Jeff Daniels (“The Newsroom”) and Jack O’Connell (“Unbroken”), bows November 22. It tells the story of the town of La Belle, a rundown mining town in New Mexico, being run by women in the wake of a mining accident that claimed the lives of nearly all of the town’s men.

“Godless” hails from creator Scott Frank, who’d teamed up with Steven Soderbergh and Casey Silver before on “Out of Sight.” “I’ve always wanted to write a western,” says Frank. “I had no idea what the story was. I didn’t know anything. I just knew I wanted to write a western.”

He’d originally intended it as a movie, spending two years on the script. Soderbergh passed on directing it (“He was concerned about directing horses,” says Frank, “and it wasn’t a place he wanted to go creatively”) but given his experiences on “The Knick,” he suggested that Frank turn it into a miniseries. Frank readily agreed — and decided to take on directing duties himself. “TV is taking more risks than movies are now,” he says. “And movies are resistant to make a western because they just don’t travel well and it’s hard to make money overseas.”

Netflix’s VP of content Cindy Holland heard that Frank was working on a western, and asked to read the script. Less than 12 hours later, he reports, she said she wanted to make it for Netflix as their first in-house limited series. “I couldn’t believe it because I was so used to studios going, ‘Oh, you wrote a western. I really hope someone else makes it.’” he says. “Netflix kept every promise they made.”

Now he says he’s grateful that he waited. “I’m really glad it didn’t get made as a feature because I got to tell so much more story this way,” he says. “We compromised nothing visually. I was able to go deeper with all of the characters. It was almost a reverse adaptation.”

During his research on the script, he’d come across reports of mining towns in the Southwest. “Sometimes all of the men would die in a single day in an accident, and the women would be left there,” he says. “Sometimes they would all leave, and sometimes they would be stranded and have to make the town work. I thought, ‘Oh, that’s it. That’s the movie. That’s where I began.”

It’s been called a feminist western, but Frank disputes that label. “I wasn’t interested in making a giant feminist statement,” he says. “I don’t know that I have the right to. What I really wanted to do was focus on characters who never get their stories told, women chief among them. My favorite theme is identity and people being stuck in lives they never planned on living. Most of the characters in this story fit that.”

So while the story focuses on the women, Frank says he still considers it a classic western. “I really worked hard to embrace all of the clichés, if you will,” he says. “I wanted to have the breaking of the wild horse, the two guys facing each other in a gunfight, the train robbery. All the things that you’re used to seeing in westerns.”

Netflix also gave him free rein on casting — which Frank says he couldn’t be more grateful for. “It was a very liberating thing to be able to cast the best actors we could find, rather than what their value in Japan might be,” he says.

Daniels signed on immediately as Frank Griffin, the “despicable” outlaw mercilessly on the hunt for O’Connell’s Roy Goode, Griffin’s ex-protégé on the run from him. “Everyone wants to do a western at least once,” says Frank, who’d worked with Daniels on “Lookout.” “All of the actors would come up to me at some point and say ‘I always wanted to do a western,’ including the women.”

Including Dockery, who plays twice-widowed Alice Fletcher: “It’s not a sandbox you get to play in often,” she says. That might seem a surprise given that she’s perhaps best known for playing Lady Mary on “Downton Abbey.” Frank admits it took him some convincing. “I made the same mistake everyone makes and assumed she’s too prim and proper to play a role like this,” he says. Then she sent in an audition tape which he calls “probably the best I’ve ever seen.”

“After watching it once, I couldn’t see anybody else play the part,” he says.

“The real Michelle Dockery is in real life nowhere near Lady Mary,” he says with a laugh. “She couldn’t be further from Lady Mary. I wish I could tell you it was a lot of work, but it was really easy to get that performance out of her because that tougher, more raw aspect of her is closer to who she is.”

Daniels relished the opportunity to play the villain. “He’s a very dysfunctional, confused, mentally unstable person wandering around the 1880s,” says Daniels of Frank Griffin. “That’s Frank’s normal: Put a bullet in the guy’s head, and then quote the Bible. Just another Thursday.”

As Soderbergh had warned, directing proved the bigger challenge for Frank. “It’s a nightmare directing horses!” he says. “I love horses. I’ve ridden with them my whole life. But getting them to perform on camera and hit their marks is impossible.” He reports they’d often have to use different horses to play the same horse — sometimes even dying them a different color. “You can plan how you’re going to shoot it,” he admits, “but ultimately, you’re chasing after the horses.”

And as much as the actors went through intensive training to prepare (“If you weren’t in shape, you were going to be in shape by the end of it because of all of the horse riding. It’s a workout,” says Daniels), nothing could prepare them for the willful nature of the horses.

“When you’re on horses and you’re galloping across a prairie, things can go wrong real fast,” says Daniels. “The horses all want to win; they all think it’s the Kentucky Derby. That’s an 800-pound horse underneath you that you have to control. And, by the way, act.”

Adds the actor, “It becomes this thing of, are you going to be able to get through the entire shoot without being thrown from the horse? Not all of us made it.”

Including him. On the second-to-last day of shooting, Daniels fell off the horse and broke his wrist. But he soldiered on, getting through the last day so everyone could wrap before he headed to the hospital for treatment. “That will be a day I won’t forget,” he says.

Daniels wasn’t the only one — one of the actors was thrown off his horse on the first day. Jokes Daniels, “ You know when you’re in a western when you say action, and the ambulance starts its engine.”

Dockery had plenty of equestrian experience, thanks to her days on “Downton.” But she had to learn a new style: “English riding is very different from Western,” she says. “You’re only holding your reins with one hand because the other hand is always ready to pull out your rifle.”

She also had to get pretty filthy for the part — the dust that defines the cinematography creeped into every pore. “Our faces were just covered with dirt,” she says. And the hair-and-makeup team did their part, too” “She would get me to squint and put fake dirt in the cracks around my eyes,” reports Dockery. “Because that was what it was like: If a wind blew up, you would have dirt in your face the whole time.” (That’s not to say she was entirely unused to it: “Don’t forget Mary fell over in the pigsty,” she adds with a laugh.)

And while the 1800’s set series finds her back in period clothes, “I didn’t have to wear a corset thankfully,” she says.

Both Daniels and Dockery praises Frank’s scripts, crediting his “singular voice” as a writer/director. “Scott is really good at moving the story in directions that you can’t anticipate. And that’s interesting,” says Daniels. “It’s what’s keeping me interested in acting, to be challenged like that.”

Daniels’ next project is another limited series — the 9/11 docudrama “The Looming Tower” for Hulu. “I absolutely love it,” he says of working in TV. “The production value on Netflix and Hulu and HBO, what’s the difference? Show me the difference. The writing is better. You get to do more….For actors who want to be challenged, these streaming shows, the limited series fell out of the sky for guys like me.”

He compares it to filmmaking back in the 1970s. “They were making different movies back then, they were allowed to,” he says. “They didn’t have to just sell as many tickets as possible. It allows us to do what we want. It puts the control back with the artists. We’re not always right. But man, with no interference, Scott Frank gets to make what Scott Frank wants to make. That’s what I want to see.”

And with his first TV series under his belt (buckle), Frank says he’s a convert to the medium. “I would definitely come back and do another TV series like this,” he says. “I would definitely do another western. I wish I could do this one now that I know how to do it.”