The Scots actor would make up stories about his background and family history when he was penniless and living in Los Angeles.
He admitted thinking casting directors would be put off they thought he would have to put on an accent to play roles.
Heughan, 41, would say he was American or Canadian when introducing himself at auditions but said he always ended up slipping up and speaking in a Scottish accent.
He said: “For me LA is about identity and I never knew what my identity was there because I was trying to fit into what they wanted.
“There were times I was pretending to be American or Canadian or a mix of those.
“I was trying to walk in and guess what they wanted rather than going in and doing what I wanted to do.
“It was miserable because I didn’t have any success because I was trying to please everyone.”
Sam had moved to the States in a bid to launch a Hollywood career but was unsuccessful.
He ended up returning to the UK and worked in a bar before landing the role of Jamie Fraser in Outlander which catapulted him to fame.
Describing one audition, he added: “My story was I was Canadian or my dad was Canadian which was kind of a semi-truth.
“Then it got into this terrible story and they said ‘Where are you from?’.
I said ‘I’m from Scotland,’ and then of course your accent starts to change because you’re talking about Scotland. It was terrible.
He confessed: “LA for me really has been a rollercoaster place. From being there absolutely destitute, I mean no money, and being at my lowest lows, to recently going down Sunset Boulevard and seeing my billboard up there.”
The Men in Kilts star was speaking in an online acting masterclass interview in aid of Edinburgh Youth Theatre.
The actor, who was born in New Galloway, Dumfries and Galloway, spent his teenage years in Edinburgh before going on to study at the Royal Scottish Academy of Music and Drama in Glasgow.
His part in David Greig’s Outlying Islands in 2002 saw him nominated for a Laurence Olivier Award as most promising new performer.
Other early roles included parts in River City, Midsomer Murders and the BBC soap opera Doctors, before Sam won the Outlander role in 2013.
Accounts filed earlier this year for his personal company Cairn Mor Creative show it has more than £3.3 million in the bank.