Was she nervous? "I do get terrified," she says, her accent still wonderfully Welsh. "I get terrified the first day I'm on a film set. I get nervous walking down a red carpet. I find making speeches the most terrifying thing in the world."
To cope, she tells me, chuckling, "I have this system. I torture my husband and everyone around me with my nerves and anxiety. Then, when I get on stage, the fear is gone. I've exhausted myself. It just dissipates."
Zeta Jones is choosy about film roles. "My daughter [Carys] is 10, my son [Dylan] is 12 and these are such precious years to me. You never get them back. So if I'm going to leave my family for any length of time it had better be for a role that I haven't played before, with great people. It had better be fun. Otherwise, to be honest with you, I would prefer to stay at home."
Her new film, Red 2, falls into the fun category. The sequel to 2010's Red - which starred Bruce Willis and made more than US$90 million ($111 million) at the box office - it is a crime caper about retired spies. "I loved the concept," Zeta Jones says. "The action, the humour, the tongue-in-cheek quality of it." Her old friend, Sir Anthony Hopkins, joins the sequel.
"I've known Tony since I was a child, so that was another plus. And I know Bruce and I love comedy. I am hoping to do more of it."
Zeta Jones plays the sexy Russian double agent Katja - an old flame of Willis' character, Frank - and her sultry charm is in full flow. "She's trouble - and that is so much fun to play," she says. In one scene Katja kisses Bruce passionately, while his partner looks on in shock. "I've kissed Brad Pitt, George Clooney, Antonio Banderas. But my husband recently played Liberace [in the biopic Behind the Candelabra] and kissed Matt Damon, so he understands," she says.
When Zeta Jones and Douglas married, sceptics declared that it would never work, not least because of the 25-year age difference (Zeta Jones was 30; Douglas 55). Thirteen years later, she still seems besotted.
What's their secret? "Respect, space and a sense of humour," she says.
"We spend a hell of a lot of time together, so we are careful to maintain our space. We recently had an extension built, to house a closet. It's like the Tardis - I go in there and never come out. My husband knocks on the door and says, 'Can I come in?' But I've got a TV in there, and my daughter brings her friends in - they play shop, put on all my stuff. I could be in there for the whole day, happily."
Other than oversized closets, she works hard to keep a sense of normality in their lives. Until 2009, the Douglas family lived in Bermuda, far from the bright lights of Hollywood.
When work commitments brought them back, they moved to the countryside north of New York.
"We have a lot of friends who are not in showbusiness," she says. "We don't talk shop all the time."
I ask how she and Douglas complement each other. "Well, Michael is a schedule freak," she says. "He's constantly looking at the calendar and meticulously checking dates and organising weekends. I just wake up and say, 'What shall we do today?' I'm very spontaneous. Given the age difference, what's remarkable is that we are so similar in so many ways. We have a laid-back, easy-going relationship."
Douglas recently caused a publicity storm by appearing to suggest that his cancer had been caused by human papillomavirus caught from cunnilingus. Zeta Jones doesn't comment on this, but she does not gloss over the heartache she felt during his illness.
"This happens to people all the time, but it's still a huge shock when the cards start to fall and you realise, 'My God, it really is happening to us'," she says.
"I haven't had to deal with anything like that before, ever," she continues. "I didn't know what to do. I thought I didn't have the [emotional] tools to cope. But it's amazing where the strength comes from - from family and friends, from strangers supporting us. The human spirit is amazing ..."
What got her through it was Douglas himself. "I look back and can't believe the strength he had. He's a very matter-of-fact person - once he was diagnosed he was like, 'Okay, what do I do?' There are so many alternative treatments and so many different options.
He basically wanted that thing out of his body so he just blitzed it. It was very intensive - chemotherapy and radiation therapy at the same time - but he still retained his sense of humour," she says, her voice cracking. "He was very open with the children. No secrets - they went and saw him having treatment. Together we all coped with everything. It did make us closer. But I wouldn't wish it on anybody."
While Douglas was fightling cancer, Zeta Jones was facing her own battle with bipolar disorder, which involves periods of excessive energy and extreme depression. When the tabloid press discovered that she was seeking medical help in 2011, Zeta Jones issued a statement clarifying her condition. Her openness has been applauded by charities for helping to change the perception of mental illness in society. Bipolar disorder is something Zeta Jones will deal with for the rest of her life and, in April she checked herself into hospital for treatment - something she plans to do regularly as part of her quest to stay healthy.
"[Bipolar] is something I have been dealing with for a long time," she says today. "When you get sideswiped like that [with Douglas' illness] it's an obvious trigger for your balance to be a little bit off - not sleeping, worry, stress. It's a classic trigger." She talks carefully and calmly, explaining that initially, "I never wanted to be as open about it as I was. I have a British stiff-upper-lip mentality - it wasn't something I wanted to shout from the rooftops. But when it did come to light, I know I'm not the only person who suffers with it or has to deal with it on a day-to-day basis. So if I've helped anybody by discussing bipolar or depression, that's great."
Right now, she says, she feels well. "I'm looking forward to the sunshine more. I get a bit gloomy when it's gloomy. But I'm looking forward to the sun, my kids are doing great at school. I am very happy; we live a blessed life."
Zeta Jones talks about her children with pride. "One of the best things ever is that teacher and [their friends'] mothers tell me how well-mannered they are."
Her secret? "I have a chart in the kitchen. They get stars and stickers for eating up well and doing their chores and being polite and kind. Sometimes I threaten to take a star away - they cry, 'No! Sorry, Mummy!' And when they have enough stars we go to [the American chain store] Target and they pick something out."
Zeta Jones says she cares "less and less" about striving to meet the Hollywood ideal of feminine beauty.
"When I wasn't married and didn't have a family, I had nothing else to do if I wasn't working, so I'd hang out with a stylist for a day or two. Now it's like a chore. If I need a dress for an event I'll just say, 'Could you get me a dress and shoes that match? Thanks'," she says.
That said, she is trim and toned and says she enjoys exercising every day. "I have a ballet barre in my gym. I turn the music up so loud that the walls are pulsating, and I go for it for an hour. I also hula-hoop, walk on the treadmill, do the elliptical [machine]. I try to keep the whole body working. I eat like a horse - my mother still brings me Cadbury's chocolate from Britain; I do have a very healthy appetite - but I work out."
Although her priorities have changed, it would be a mistake to think that Zeta Jones has exhausted all of her ambitions.
"I haven't lost that mojo," she says. "It's not die-hard ambition like I had when I was 14 or 15 - the ambition that made me leave Wales to go to London or made me leave Britain for the States. It's not that intensity. But there is so much I haven't done yet that I want to do."
Such as? "I've always wanted to do a one-woman show in Vegas. I want to be able to paint - I am trying, but so far I am not very good at all, although it gives me such solace and peace of mind. I want to write, and I'd like to direct at some point," she says. She has bought the rights to several books - "so I have those in my back pocket".
But spending time with her children is her priority right now. "Everyone tells you it goes so quickly - and it's true. They're out of your arms and answering back before you know it."
Red 2 is at cinemas on August 29.