Dockery came on The Tonight Show with Jimmy Fallon to promote the new Downton Abbey movie and also talked about the day Duchess Catherine, who was pregnant with Princess Charlotte at the time, visited the set of the popular British show.

Although it was already four years ago, Dockery still remembers that day in 2015 quite fondly: "Joanne Froggatt and I, who plays Anna (Bates), were rehearsing a scene and at that moment, she (Catherine) came on set and she was our audience" the actress revealed.

"I sort of felt like it’s probably what it felt like for a court jester back in the day, performing for the royals, so we were quite nervous", Dockery continued.

Michelle Dockery: Duchess Catherine "was so charming..."

Duchess Catherine also looked around the rest of the set and was spotted visiting one of the makeup trailers where she had a chat with Phyllis Logan, who plays "Mrs. Hughes" on Downton Abbey.

Michelle Dockery was practically beaming as she summed up the royal set visit: "She was so charming, gracious and beautiful, she was mesmerising, and it was such a special day for everyone." Have a look at the entire interview with Jimmy Fallon below!

Downton Abbey star Michelle Dockery on The Tonight Show

The Downton Abbey movie has been in theaters since September 20 2019 and features the entire cast from the TV show, including Maggie Smith, Hugh Bonneville and Brendan Coyle.

Elizabeth McGovern and Hugh Bonneville as "Cora" and "Robert" in Downton Abbey.

The "Crawley" family is coming to the big screen...!

'Downton Abbey': Everything You Need To Know Before Watching The Movie

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The full-length feature will be released in September!

'Downton Abbey' Movie: The First Trailer Is Here