The acclaimed Spanish director made the comments during the Cannes press conference for his new movie The Skin I Live In.
Almodóvar said of the film: "It's a thriller indeed because that fits in with my life at the moment. Throughout my life and throughout my career I've had favourite types of films - favourite genres - like comedy and melodrama, and now I'm in a thriller period.
"This kind of film makes it possible to bring together different possibilities. You can touch on all sorts of other genres. I don't think it's necessary to strictly abide by the rules of a single type of film that is musical, thriller, comedy. I couldn't do that as people naively did in the '50s and '40s."
He insisted that research he conducted with his brother into the current science of the human genome, transgenisis and bioethics meant that his movie was not "fantastical" like Georges Franju's 1960s movie Eyes Without A Face.
"I don't believe that my film is a fantastic kind of film - it's not science fiction - because these experiments exist," Almodóvar explained. "There's a lab in Granada in Spain where they actually make artificial skin - they're experimenting with artificial skin - so these are very real things today."
He added: "I wanted suspense without gore, without blood. Of course there are a lot of surgical incisions in the film... but I didn't want it to be a gory film where you saw blood flowing all over the place. I didn't want to show such brutal images.
"Naturally the body is very important in my film. Morphology is extremely important in my film. But just as in the Eyes Without A Face, I wanted people to understand that this was happening but I didn't want the images to be gory."
> Read our review of The Skin I Live In
> Antonio Banderas's The Skin I Live In: In Pictures