Golden girl: How Natalie Dormer became the new queen of the screen

The least surprising thing to happen in Venice this month has not been a tourist going slack-jawed at the price of a gondola ride, or at least one Bellini cocktail being sunk in Harry’s Bar, but that, at the city’s annual film festival, Madonna’s new film should have been widely panned. Widely but not universally, for while its harshest critic (from The Guardian) dismissed her Wallis Simpson biopic, WE, as "a primped and simpering folly", The Independent's man on the Lido, Geoffrey Macnab, found much to admire in Madonna's second turn behind the camera – noting that, while "the film is no masterpiece... many in Venice were anticipating (and some actively hoping) for a prize turkey and they'll have been disappointed by the sheer zest and craftsmanship of WE."

Andrea Riseborough's sympathetic portrayal of the monarch-marrying American divorcee was particularly admired, but there has yet to be word on the actress playing Simpson's dedicated foe, Elizabeth Bowes-Lyon, the future consort of King George VI. Those of us with any interest will therefore have to wait until the film's general release next January to catch Natalie Dormer's portrayal of a woman we are used to thinking of as 'the Queen Mum', but who, as far as Madonna is concerned, is the villain of the piece.

"It's true... she is the baddie," says Dormer when we meet." There are two sides to every story, and this is the counter-argument. What has timed very nicely is the success of The King's Speech, which means that the general public is informed about the abdication from the other side, as well."

But more of Madonna and the Queen Mother later, because those readers not acquainted with a certain TV history drama called The Tudors may not be familiar with Natalie Dormer, either. Those of us who were glued to this sudsy mix of sex and 16th-century politics will however know that the spark went out of the series when Dormer's Anne Boleyn was sent to the scaffold, leaving centre-stage to Jonathan Rhys Meyer – never the most compelling of leading men – as a rather too trim King Henry VIII. Or as the Boston Herald put it: "Dormer's unconventional beauty and frantic scheming made the first two seasons crackle every week and her departure leaves a void."

"I didn't just want to play her as this femme fatale – she was a genuine evangelical with a real religious belief in the Reformation," says Dormer, showing how she might have been accepted for a place to study history at Cambridge University (fatally, she misread a question in her A-level exam and didn't get the necessary grade). "The show was an absolute joy because it was an amalgamation of my two greatest passions – drama and history. I read everything by Starkey... good old Starkey... opinionated Starkey [this was soon after the historian's controversial utterances about the August riots]... Antonia Fraser, all of them. But there is a lot of sex and violence in the programme, so it's hard to explain it to the guy in the street who's saying, 'The Tudors? Tits, man!'."

Indeed, Dormer's naked romps with Rhys-Meyer are a YouTube favourite – often weirdly mashed with the most cloying of music (I have done my research) and not something the actress herself will ever be surfing. "It's very traumatic, it really is," she says. "Actors undress ourselves emotionally, and then it's kind of like... 'Fuck, he wants to do it physically as well'. It's like a all-over medical examination that us women have to go through at the doctors – it's never pleasant but it's for the greater good. But that's why it's so important to trust in your writer and director."

After 21 episodes of playing a brunette Anne Boleyn, Dormer has quite literally washed that girl right out of her hair – returning to her natural blonde. "I made the conscious decision to go back to my roots," she says, laughing at her unintended pun. "I was finding that people would look at me and see Anne and I needed to get away from her."

In The Fades, a new supernatural BBC3 drama created by Skins writer Jack Thorne that begins next week, Dormer is going for her "Fight Club moment" – a reference to the David Fincher film in which Helena Bonham Carter broke away from what Dormer calls "being tainted by the corset". She has often compared herself to Bonham Carter for this reason – an actress who not only also played Elizabeth the Queen Mother (in The King's Speech), but was Anne Boleyn to Ray Winstone's Henry VIII in a 2003 TV movie. Dormer calls this form of costume-drama typecasting "Helena Bonham Carteritis".

It's hard to describe her role in The Fades without giving too much away, as something major happens to her character in the opening two minutes. But the show involves spirits trapped in the temporal plane, the eponymous Fades, and Dormer is embroiled in, yes, yet more sex scenes – this time, mortifyingly, with a close friend, Tom Ellis from Miranda.

"The Fades was my first experience of being asked to do a love scene with a friend," she says. "I know his wife, he knows my fiancé, we've been to the pub. I actually found it harder because it's difficult to turn that part of your brain off.

"Anyway, it was just nice to get out of long skirts for a change, and to run around and do some blood and guts and gore and action... really modern. I've done stuff like that in the past, but it's not what I'm known for."

A squash addict and one-time member of the London Fencing Academy, Dormer recently fulfilled her yearning to make an action movie with the big-budget Captain America. In person, she seems to be constantly on the move – and every time I look up from my notes she seems to have switched seating position. She's tactile – giving my arm a squeeze on arrival and departure – and in repose has an interesting rather than a classically beautiful face. Her elfin features – a nose that's somewhere between pointy and retroussé, and large blue slanted eyes – have been satirised by one journalist as belonging to "a member of the House of Elrond" (Tolkien's Middle Earth-dwellers). Dormer becomes truly beautiful when animated, which is often – and rather fortunate considering that she's primarily a film and TV actress and not a photographic model.

"I was a very physical child... I was a tree-climber, I was a tomboy," she tells me, during her second attempt at describing her childhood in Reading, Berkshire. My first stab at exploring her early years had not exactly been rebuffed, although there did seem to be an almost unconscious deflection – or perhaps impatience – when she replied to a question about her upbringing with: "I was born and bred in Reading, so I'm... But to be perfectly honest with you, I moved to London when I was 18."

She has never spoken to the press about her biological father, having been brought up as an only child by her mother and builder stepfather until a half-sister, Samantha, arrived when Dormer was seven. "I'm a quasi-only child," she says. "With my brother and sister, I've more of a tendency to be semi-maternal. So, yes, I spent a lot of time talking to myself – I had this big dressing-up box and would just dress up as lots of characters and talk back to myself... Verging on schizophrenia, I suppose, if you analyse it carefully."

Young Natalie was bullied at school ("Still to this day I can't place why"), before becoming "head girl, a straight-A student... all of those things. Very boring, very repressed... repressed, not boring – boring's wrong. I'm definitely a late bloomer... one of those who truly finds their niche in their thirties [Dormer is currently on the cusp of that decade] – no bad thing."

No bad thing indeed. Having missed out on that place at Cambridge, Dormer decamped to London, living in a squat in King's Cross while she auditioned for drama schools. "At the time it was the end of the world, but it forced me to commit. I always knew I wanted to be an actress, I kept it as a dirty secret in my heart, so instead of going to Cambridge and dallying in Footlights or whatever, it forced me to go, 'This is what I want to do' and trot off to London."

She is an unusual mix of airy and down-to-earth, the philosophical ("I was frequently told at drama school that I was thinking too much") and the ribald, and I like her description of coming out to her parents about her thespian ambitions. "It was like when your camp best friend tells you he's gay and you're trying really hard to look surprised."

Dormer still had to endure "a couple of years of absolute hell. I did every job under the sun from bartending to ushering to temping. I can remember sitting and having a sandwich in Pimlico or somewhere when I was temping – and crying into my Tesco sandwich, thinking 'What happened? I'm supposed to be sitting in a beautiful library in Cambridge'. I felt like I was a failure."

After three years at the now-defunct Webber Douglas drama school in South Kensington (in the same class as Keira Knightley's former boyfriend Rupert Friend), Dormer won a small part in the Heath Ledger-Sienna Miller movie, Casanova – only for her comedy chops to so impress director Lasse Hallstrom that he enlarged her role.

Although she got on well with the stellar cast on location in Venice, playing endless rounds of the American dice game Perudo (and was duly shocked when Ledger died three years later from an accidental prescription drug overdose) she remains realistic about friendships made on-set. "Actors have this amazing skill – we bond quite quickly but equally we move on quite quickly. There's nothing particularly cold or capricious about it – we're troubadours and lead a troubadour's lifestyle. I had this amazing experience in Venice, and this massive budgeted movie, and then it really was back to earth with a bump due to mismanagement and a couple of projects falling though."

In fact, a supposed three-picture deal with Disney never came to fruition and Dormer found herself unemployed for nine months. "That was very much a rude awakening for a young actress," she says. "And it was the greatest professional lesson that I could have had so early on in my career."

The Tudors rescued her, and it was on set in Dublin where she met her fiancé, Irish director Anthony Byrne – "an irreverent Irishman who swears a lot" – with whom she lives in Twickenham, south-west London. He proposed to her recently on a boating holiday in Kerala in India. "We were on a lake in the middle of nowhere... He'll probably kill me actually, he's very private.

"We haven't set a date yet. Life's too busy. All my friends are engaged, having babies, buying houses... I seem to have reached that point in my life." Not that she's ready for all of that quite yet, acknowledging the " joy of being able to play a young twentysomething at the moment – I'll capitalise on that for as long as I can."

After The Tudors there was a leading role in an ITV Miss Marple whodunit, Why Didn't They Ask Evans?; a low-budget film by X Files creator Chris Carter, Fencewalker (a biopic about Carter's early life that she doesn't think will see the light of day); the big-budget Captain America, and playing a trainee barrister in the BBC1 legal drama Silk. Silk has been re-commissioned, but without Dormer, who has signed up instead for HBO's epic, on-going adaptation of American fantasy author George RR Martin's staggeringly popular novel Game of Thrones. It's great fun; check it out if you haven't already.

"I start shooting that next week actually," she says. "I'm going to be playing Margaery Tyrell; she marries to a contender to the throne. She really comes into her own for seasons three and four, so I'm sort of committed for a number of years, which I'm really excited about."

She's looking forward to poker sessions with the cast and crew (another unexpected hobby: Dormer was runner-up in the celebrity heat of PartyPoker.com Women's 2008 World Open in London, and is particularly sharp at Texas Hold 'em), but not to the sex scenes. More sex scenes? "Yes. Oh God, here I go, taking my clothes off again, I'll have to start running round Richmond Park again."

One director who hasn't asked her to disrobe for the screen is Madonna, and Dormer is highly respectful of Her Madgesty. "She's the icon who spans three generations – you might as well be in a room with Elvis Presley. As a child I used to prance alone in front of the mirror to The Immaculate Collection dressed in a rah-rah skirt, so it was really difficult walking into that room for the recall. It was terrifying, but you had to switch that part of your brain off. I'm an actor and she's my director, so there is a democracy there, there is an equality. You need to in order to function."

What surprised her most about Madonna? "Her sense of humour – a very, very sharp, dry sense of humour, which on a set is very important. She obviously knows what she wants. I don't have to comment on that in an interview in The Independent... everyone knows how and why Madonna is the phenomenon that she is. But I take my hat off to her – she was on a very steep learning curve. I know from Anthony that a director gets asked hundreds of questions on a daily basis. It's a massive mind mess-up of micro-managing."

What of reports of an unhappy set, actress Margo Stilley storming out over 'artistic differences'? "There is going to be so much air whipping around it because it's Madonna," says Dormer. "You can think what you like of Madonna – about her political choices, and her PR – but you have to respect her courage not to let the critics stop her exploring her potential."

And right now Natalie Dormer is exploring her own potential, even if she has to wade through some un-Madonna like insecurities to get there.

"I feel like I've really earnt my stripes – I feel ready to play a lead," she says. "I would just love to prove I'm good enough to carry a project. But like any actor I berate myself on a day-to-day basis – I'm not doing well enough, or I didn't get that role, or I haven't done enough theatre... I'm shit, I'm shit, I'm crap, I'm crap... Oh, God... you know. It is important to stop and look and think how far I have come. We all need some TLC and to pat ourselves on the back from time to time."