Kevin Costner's commitment to 'Horizon: An American Saga' has "gone pretty deep".

The 69-year-old actor has committed millions of his own fortune to make the four-part Western saga, and Kevin is happy to pursue his dream, in spite of the cost.

Asked about reports that he's mortgaged a house in order to make the series, Kevin told 'Extra': "More than that. It’s gone pretty deep."

Despite this, Kevin has tried not to dwell too much on the financial aspects of the project.

The actor - who stars in and directs the series - explained: "You have to know what you're doing and that's what you're doing. And so now there's no crying, there's no complaining. There's just holding on to the rope."

Kevin is happy to take the risks in order to realise his dreams.

He said: "I have dreams like anybody, and sometimes I have to let go of my dreams and sometimes I can't let go of them, and I have to figure out what to do.

"I don't get everything I want. I would love the idea that somebody was a big brother to me and would help me. And if they're not, that cannot keep me from my dream. And these things can't own me. And so, they can go at risk and they have."

Kevin previously revealed that his life was transformed when he "listened to [his] heart".

The actor studied at California State University, Fullerton in the 1970s, but a change in attitude triggered a dramatic change in his fortunes.

Speaking to PEOPLE, the Hollywood star explained: "The confidence came when I listened to my heart, right at the very end of college where I thought, 'I’m not going to be worried about what people think anymore'.

"There was no guarantee of success, but a huge weight came off my shoulders. I started going into Hollywood every day and I would park my little camper next to a phone booth and kind of sleep in a fetal position. I knew no one."