The actor James Norton has revealed that he received death threats after playing the villain in the BBC drama series Happy Valley and dismissed rumours that he could be the next James Bond as “mad”.

Norton, who also starred in War & Peace and Grantchester, said his role as Tommy Lee Royce in Happy Valley led to death threats when he was buying milk in his local shop.

The 32-year-old actor made the comments in an interview with the Radio Times to mark the start of new BBC crime drama McMafia, in which he plays the British-raised son of Russian mafia exiles.

“Some people have asked me if I’m worried about getting death threats for exposing how the Russian mafia works. That would be nothing new. Playing Tommy Lee Royce, I’d get death threats buying milk in my local shop,” he said.

Norton’s role as the lead character in McMafia is likely to lead to an increase in speculation that he could replace Daniel Craig as James Bond. Some bookmakers, including William Hill, have ranked Norton as the favourite to play Bond next, ahead of Tom Hardy, Idris Elba, and Michael Fassbender.

The opening scene in McMafia involves Norton arriving at the V&A in London in a tuxedo, a style of dress synonymous with Bond. However, the actor said reports he could play Bond were “total speculation”.

Norton said: “I did say to James Watkins, the director, ‘are you just baiting me and stoking the rumour fire with scenes like that?’ When it’s reported in the press, people assume that I’ve co-ordinated the scene, but I promise you I didn’t.

“The truth is that it’s total speculation. It’s really humbling and flattering, but to have my name next to the likes of Tom Hardy and Michael Fassbender is just mad. If you’re thinking of putting a bet on me, keep your money in your pocket.”

Norton said working on McMafia had felt like a “step up” due to the talent involved in the project. The series has been bought by the US cable network AMC and will air in more than 200 countries.

“McMafia feels so relevant. It feels as if the world wants to look behind the curtains of what’s going on in America and Russia,” Norton said. “Selfishly, it feels a step up. The budget we have, an Oscar-nominated writer, all the talent. It’s terrifying in a way because there’s nowhere to hide.”

McMafia is on New Year’s Day and 2 January, 9pm, BBC One