The Courier is a Cold War spy thriller and the prospect of a Cold War spy thriller always makes my heart sink. There will be agents. There will be double agents and triple agents and maybe even quadruple agents. Is he working for our side while pretending to work for the Soviets as someone pretending to be working for us? After any Le Carré adaptation, for example, I also need debriefing in a wood-panelled room filled with cigarette smoke and there is still no saying I’ll emerge any the wiser. But The Courier isn’t like that. This is a damn good, explosively tense story that focuses on the friendship that develops between two men on opposite sides. And it is plainly wonderful.

Written by Tom O’Connor (not the comedian; don’t be silly), and directed by Dominic Cooke (On Chesil Beach and an associate of the National Theatre), the film is, remarkably, based on true events. It’s set in the early 1960s when the CIA and MI6 had been clandestinely contacted by a member of Russian military intelligence, Oleg Penkovsky — here played superbly by the Georgian actor Merab Ninidze. Alarmed by escalating tensions between the USSR and the West, he had offered secret information about his country’s nuclear capabilities and now someone is needed to smuggle this top-level intel out of Moscow who would not be suspected by the KGB. Enter Greville Wynne (Benedict Cumberbatch, also superb), an unassuming British salesman who sold engineering products and could travel under the guise of trade. Wynne is just the man for the job, you wouldn’t think, and he doesn’t think so either. He is lunched by the pair who will become his handlers — played by Angus Wright and Rachel Brosnahan — and when the penny drops he is entirely astonished: ‘I am having lunch with… spies?’

The tone is jaunty, initially, and there are some deliciously comic moments, but this never becomes too funny. Wynne never becomes the kind of character that could be played by Hugh Grant, say. Fundamentally, The Courier wants you to invest emotionally in these two men rather than be amused, and you will, I promise, become properly invested.

Wynne is meant to travel to Moscow only the once but is soon pressed into further service and over several visits he becomes friends with Penkovsky. He must lie to his wife (the marvellous Jessie Buckley in a bad wig) who suspects he is having an affair, and in a way he is. He often has to snatch secret moments with Oleg — in back streets, in corridors — and, ultimately, a bond is formed that means their primary loyalty is to each other. The tension is wound tight throughout — are the KGB on to them? — and the third act takes a harrowing turn, of which I can say no more. I will say only, tantalisingly, that filming had to be put on hold for two months so Cumberbatch could return looking rather different.

The film perfectly captures time and place, with terrific production design by Suzie Davies, while the taut music, composed by Abel Korzeniowski, captures our constant anxiety. The script is smartly spare and that, combined with Cooke’s sure-handed yet pacey direction, ensures that we understand what is happening without it ever having to be spelled out. On two occasions Penkovsky takes Wynne to the ballet and both times the narrative is moved on wordlessly, yet affectingly.

The two leads cannot be faulted. Ninidze’s performance is such that Penkovsky’s apprehension — for his country, his family, himself, his new friend — is conveyed just by the look in his eyes. As for Cumberbatch, he takes a character that could have been a buffoon and gives him true depth and heart.

If you later read up on these events you will note that the film has ironed out some inconvenient kinks, but it’s still the best Cold War thriller I have seen that I fully understand. Admittedly, the field is small.