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Gina McKee enjoys a food metaphor. We’ve been talking about her performance in Paul Thomas Anderson’s sublime Phantom Thread, alongside Daniel Day-Lewis in his final acting role. The experience was “bittersweet”, she says. It was a small part and she was hungry for more. It was like “having a starter from the most fantastic chef. You’re desperate to have the main course.”

Now we’re chatting about her part in BBC One’s Bodyguard, the new six-part thriller from Jed Mercurio. McKee was “excited about working with Jed again” — she was in the first series of his police corruption drama, Line of Duty. After its ratings nudged six million during series three, it was moved from BBC Two to BBC One, and its 2017 finale topped 10 million viewers. Did McKee know at the time what a phenomenon it would be?

“I can rarely tell,” she says. “If you go to the market and get some fantastic ingredients and a really good recipe, in theory it should be good, but your pie might not quite turn out the way you think...” Even with the best ingredients, she says, “I think, ‘OK, let’s just see how it bakes in the oven’.”

We’re at BBC headquarters in central London. McKee, 54, has just come from a wig-fitting session for a new role and is fretting that her hair looks like it’s recently been plastered to her head with cling film, which it has. She’s in trousers and flat shoes, a white shirt.

In Bodyguard, she plays a police commander in charge of counter-terrorism at a time of heightened threat, alongside Keeley Hawes as the home secretary and former Game of Thrones star Richard Madden as Hawes’ police protection officer.

McKee is in awe of Mercurio’s “intriguing plotline that delivers constantly with twists and turns”. “I don’t think there are that many people who have the strength of talent to do that,” she says.

This is the first time she has played a cop. “I spent ages with one of the police advisers, asking him loads of questions, then you start to learn what it would be like to be in the police service at that level. I read as much as I could.” The milieu wasn’t completely unfamiliar: her brother was in the Metropolitan Police, although he has retired.

She’s famously reticent about her personal life. “I think that if you can handle [being open about your life] and the people who are close to you can handle it, if you have that sort of personality, I admire that,” she says. “I don’t, and some of the people around me are not interested in that.”

She was raised in Co Durham, in a village close to Easington Colliery, where her father was a miner. The family lived near a dean — a small wooded valley. “I was always in the wood, playing, making camps.” She loved art, too, and would sit for hours drawing. “I would never say I was shy, but I was quiet,” McKee says. “I don’t think I was that kid who was always performing. I was the one who was watching everybody, particularly adults. I was always in a corner, listening, quietly observing. That remains the same.”

She appeared on the Tyne Tees children’s drama Quest of Eagles when she was just 14. Her progress at school dipped. “I got bored and disenchanted,” she says. “I veered a bit.” She joined the National Youth Theatre at 15, and sensed doors opening. When she got to know the other actors better, she realised that even the ones from moneyed families, with private educations, had their challenges. “Some challenges are harder,” she adds, “I’m not being blind to that.”

At 17, she auditioned for three drama schools, and was turned down. “I probably wasn’t on the front foot,” she says.

I wonder if her understated, un-thespian acting style comes from not going to drama school. “Some people I know [who went to drama school] blossomed,” she says, “others felt like they were set back a number of years because of it. I’ve worked with some people who told me they were damaged by it. We’re all different.” Not getting in, she says, was a big motivation.

McKee paid her dues in bit parts throughout the 80s and early 90s. It was hard to get a job in regional theatre without having been to drama school, but she appeared in Auf Wiedersehen, Pet, Inspector Morse and Minder. She was in The Rachel Papers and Mike Leigh’s Naked. Then in 1996, she starred in Peter Flannery’s Our Friends in the North, alongside Christopher Eccleston and Daniel Craig, and won a Bafta.

She remembers chatting to Flannery about “chippiness” — he was also from the North East working-class. “He said, ‘Oh no, I was very balanced, I had a chip on both shoulders’,” she laughs.

In 1997, she appeared in Chris Morris’s cult newsroom spoof Brass Eye as reporter Libby Shuss. She’s consistently mixed comedy and drama throughout her career, just as she has returned regularly to the stage. McKee won an Olivier nomination for her Goneril in King Lear in 2011. (“She’s her father’s daughter... a character who does some terrible things can be amazing to play.”)

In 1999, McKee played one of Hugh Grant’s middle-class friends, in a wheelchair, in Notting Hill. People still recognise her from the film — “it happens in the most bizarre countries”.

In the early 2000s, she was in The Lost Prince, for which she received another Bafta nomination, and The Forsyte Saga, opposite Damian Lewis, when she was in her early 40s. Did she worry that the roles would start to dry up?

“We know statistically that there are fewer opportunities for women,” she says. “But it’s interesting what’s happening now. I think it’s wonderful, and I want to keep pushing and pushing, and I want the momentum to grow. I am keen to see that the conversations we’re having now about redressing that balance prove solid, in true figures.” She says she has already seen changes on sets, more women in film and television crews, a more respectful attitude at auditions. “Every change has been good.”

Next up is The Rook, a US adaptation of Twilight author Stephenie Meyer’s supernatural spy novel, and another big project she can’t talk about. She’s also excited about a role in a play that she read a while ago that “we’re trying to figure out how we can do. If it does come off, it’ll be 2019.” Between now and then, we can expect her cool to be tested in Bodyguard, when some serious heat is put on McKee’s Commander Anne Sampson. This pie is going to be piping hot.

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Don’t miss it

Bodyguard streams on Netflix from October 24.