You know what, Jon Snow? It's love

Rose Leslie as Ygritte in Game of Thrones. Photo / Supplied

Actress tells how she relished playing a strong, sexual woman as life imitated art.

Rose Leslie has a phobia about velvet. This is a remarkably strange coincidence, as I happen to be sitting on a small sofa, in a brightly lit corridor of her agent's office in central London, on which the only thing other than me is a giant, purple, velvet cushion. It seems to have been designed specifically to taunt Leslie and confront her with her fears in the most extreme manner possible - almost like aversion therapy.

"No, no, don't worry!" Leslie says, but I can see her actually shudder as I stroke it. "Honestly, it's fine," she insists politely. "It's just the touch of it I don't like. The sound it makes."

I put the cushion on the floor and she visibly relaxes.

Luckily, the 29-year-old actress has never played a part that requires her to wear velvet robes.

Her breakthrough after graduating from Lamda was playing Gwen, the self-improving housemaid in the first series of Downton Abbey. More recently she has been on screens as DS Emma Lane alongside Idris Elba in Luther. But the role for which she is most famous is Ygritte, the flame-haired lover of Jon Snow in HBO's hit series Game of Thrones. Leslie was swathed in furs and animal pelts for much of the shoot, filming in Iceland.

"It was the winter months," she says, "so we only had from 10am to 2.30pm to film before we'd lose light. We were in the middle of a glacier. It's a really, really stunning place and we saw the Northern Lights, which was extraordinary. I've never before been somewhere so vast and magic. And I'm Scottish, so I have an affinity with cold, crisp days."

When the light went, the cast would traipse back to their hotel and pass the time playing cards. Did she ever wish she was cast as one of the characters who got to film in warmer climates? Daenerys, for instance, who is played by Emilia Clarke and gets to waft around sunny locations in Morocco and Malta? Leslie laughs.

"Have you seen my skin?" She stretches out thin, white arms. "Can you imagine what I would be like in Malta or Morocco?"

But there was another reason she enjoyed filming in Iceland - namely Kit Harington, who plays Jon Snow and with whom Leslie's character had a steamy romantic union. After much speculation, the couple have now confirmed they are dating in real life.

Harington said in a recent interview: "If you're already attracted to someone, and then they play your love interest, it becomes very easy to fall in love."

In Game of Thrones, Ygritte's catchphrase is: "You know nothing, Jon Snow." Has she ever used the phrase in an argument with Harington? "God, no! We don't do that. It would be a fairly douchebag-y thing to do. He's not a confrontational person so we don't ever blow off steam."

She smiles. She doesn't want to say much about her relationship but can't help admitting she is "very happy" and that Harington is "a great man".

"I'm very proud of him. There's an understanding that comes with the job, an understanding of being busy and when you have to say, 'Sorry, I'm just going to bugger off for two months to film'."

Wildling Ygritte is the romantic interest of Jon Snow. Photo / Supplied

It's hard not to think that at least part of Game of Thrones' appeal lay in seeing two beautiful people fall for each other. The series has become a phenomenon: now in its sixth season and regularly attracting more than two million viewers.

How would Leslie explain its appeal to someone who has never seen it? "So, it is an epic medieval fantasy with superb writing and brilliant characters." She also likes that the series has strong female characters.

"It's refreshing, certainly: those are some formidable women ... it particularly resonates with me, to play someone with backbone."

Ygritte has a memorable sex scene in a cave. Is it fun to play someone unafraid of owning her sexuality?

"Damn straight. The women in Game of Thrones know how to use their sexuality, and that's power. Work to your strengths."

Leslie grew up in the middle of the Aberdeenshire countryside, "playing in puddles and rhododendron bushes", as she describes it.

Her father, Sebastian, is the Aberdeenshire chieftain of Clan Leslie and her mother, Candida, is the great-granddaughter of the 13th Lord Lovat.

She speaks with cut-glass precision and, with her auburn hair, fine features and translucent skin, I can easily imagine her as a '30s debutante being presented at court.

She is the third of five children and jokes that she suffered from "middle-child syndrome".

"From a young age, I wanted to differentiate myself from my older siblings," she says. "Part of being from a big family is that you have to shout to make yourself heard."

When Leslie was 10, the family moved to France for three years - her mother wanted to expose the children to a different way of life. They lived in Maisons-Laffitte, just outside Paris, and Leslie became fluent in French. She loved it, although the girls at school teased her for her red hair. "They picked on me, but that makes you stronger," she says matter-of-factly.

At Lamda, she remembers the female students being outnumbered by the males. She started in 2005 and "back then, they took in 30 every year and in my year, there were only nine girls. There were a lot more parts - particularly in the theatre - for men because of the reliance on classical texts [which have more male roles]."

She thinks things are changing slowly: "There are a lot more interesting female parts now, like Doctor Foster [the recent BBC drama starring Suranne Jones as a doctor who discovers her husband has been having an affair] which was stupendous. In theatre [sexism] still stands ... so often for women it's just the wife and girlfriend. I think that's a bit dull, personally."

It's true: in life and on screen, Rose Leslie is considerably more than just a girlfriend.