Downton Abbey: Michelle Dockery looks striking in androgynous blazer and killer heels

'I was doing Margaret Thatcher impressions aged five,' Downton Abbey beauty Michelle Dockery makes her debut on US chat show Letterman

She doesn't look much like the Iron Lady but Michelle Dockery has revealed when she was younger it was all about doing impressions of the plummy voiced former PM.

And as the star went to the Big Apple to promote British drama Downton Abbey she was given a welcome worthy of an important public figure.

The elegant brunette showcased a simply stunning figure as she made her way into the Ed Sullivan Theater to pre-record an interview for The Late Show With David Letterman yesterday in New York.

British chic: Downton Abbey star Michelle Dockery visits The Late Show with David Letterman in NYC

British chic: Downton Abbey star Michelle Dockery visits The Late Show with David Letterman in NYC

The 30-year-old opted for casual chic
by squeezing into a pair of skinny blue jeans and an androgynous red
blazer with a feminine black blouse peeping through.

Despite parading around in her
denims, she still chose to elongate her naturally tall frame with a pair
of black skyscraper heels.

The ITV drama, soon to start shooting the third series with newcomer Shirley MacLaine, has become a huge hit across the Atlantic after it began airing in the US in January 2011.

Dedicated to the cause: Michelle spends time signing autographs for fans

Dedicated to the cause: Michelle spends time signing autographs for fans

Speaking to Letterman about her upbringing, Michelle said people are 'surprised' she is from Essex.

Alter ego: Michelle as Lady Mary Crawley

Alter ego: Michelle as Lady Mary Crawley

She explained: 'I come from a very
working class background, so my family would've been downstairs in the
past. People are often surprised to hear I'm not actually posh.'

Michelle continued: 'I went to a
stage school three times a week that was in a church hall at the end of
my street, my parents were very encouraging and could see from an early
age that I wasn't going to be a doctor. I was doing Margaret Thatcher
impressions from the age of five!'

The drama school graduate revealed she used to audition for roles as a child, even trying out for the West End version of The Sound Of Music, but failing to be cast because of her cockney accent.

Michelle, who formerly had minor roles
in Heartbeat and Waking The Dead, is fast becoming a household name for
her portrayal of snooty aristocrat Lady Mary Crawley.

Speaking of her role in a Daily Mail interview last year, the Essex-born star said: 'It’s a wonderful feeling to be part of such a
phenomenon.

'I think the success of Downton is partly because there are
effectively 18 leading characters, all given equal importance, so it’s
enormously involving on many levels. But also, it’s a new story.

'It’s
not like Dickens or Austen, where everyone knows the denouement; this is
a story that feels terribly immediate, despite the period setting.

'The
first series set out the characters, now each of us is just running with
our plot.'

Viewing figures peaked at 11.6
million in the UK, making it the most successful ITV costume drama since
Brideshead Revisited 30 years ago.

Killer heels: Despite opting for casual jeans, Michelle stepped out in black skyscrapers

Killer heels: Despite opting for casual jeans, Michelle stepped out in black skyscrapers