Archie Panjabi talks leaving The Good Wife, Shetland and how Scottish fare proved the enemy of her skinny jeans

She looks stunning, yet, as Panjabi will tell me later, her time north of the Border while filming BBC Scotland drama Shetland has not been without peril.

"Let's just say that all of the zips on my jeans have gone," the New York-based actor says, smiling. "I have spent time in Shetland, Edinburgh and Glasgow. The food is so delicious and moreish that my skinny jeans are no longer skinny, they're …" She mimics an explosion.

Having sampled the haggis ("I finally tried that and loved it"), Panjabi still hopes to tick a deep-fried Mars bar off her culinary bucket list before hopping on a plane home to New York (apologising profusely for it being "such a touristy thing" to do).

Panjabi appears in the current, third series of Shetland, starring alongside leading man Douglas Henshall who plays brooding Detective Inspector Jimmy Perez. The programme is based on the sextet of murder mystery books by Ann Cleeves.

At this stage, we should be doing the obligatory dissection of her role, but Panjabi can't say much about the "unfortunate situation" her character faces for fear of dropping a major spoiler. Following her first, fleeting, appearance in last Friday's opening episode, viewers can expect to see more of her character in the weeks to come. So, that's your lot for now.

Panjabi does, however, have plenty to say about her debut visit to Shetland and being reunited on screen with Henshall, with whom she worked on the 2007 Italian film, Flying Lessons. "I knew that not only is he a brilliant actor, but he's also very caring and a real collaborator," she says. "The scripts were great and with him on board as well, I knew it would be an interesting and fun project."

Shetland, meanwhile, has won her heart. "I didn't know what to expect but I absolutely loved it," she says. "Shetland is an incredible place, so peaceful and quiet. Everywhere you go there's nature. I got to visit St Ninian's Beach – one of the most beautiful beaches I have ever seen. It wasn't commercialised at all. Shetland is such a great place to escape to. I would definitely go back and island-hop as I didn't get to see as much as I wanted to. There is a magic to the place. I felt relaxed – I couldn't believe I was there for work."

All work and no play would, of course, make Archie a dull girl, and Panjabi erupts into laughter when I ask about the pirate-themed party photographs she posted on Twitter. "I think that is one of the best parties I have gone to in my entire life working as an actress," she says. "There isn't much to do in the evenings, so someone decided to do a pirate party on our day off. The night went on until late. I had to do a bit of improvisation for my costume, but the make-up department were great."

This isn't her first time filming in Scotland: Panjabi starred in Bafta-award-winning BBC drama Sea Of Souls in 2003. "I was here for three months and fell in love with the place, so when I knew I was coming back to Scotland I was ecstatic," she says.

Having left hit US legal drama, The Good Wife, after six years last spring, the London-born actor is looking forward to tackling new roles. Indeed, on the day she wrapped filming her final The Good Wife episode, Panjabi headed straight for Scotland.

Working on a long-running television show has been likened to an office job by those in the business. What's it like to be parachuted into a completely new production?

"Every year in the hiatus from April to July, I was fortunate that I managed to get something exciting to work on," says Panjabi. "For the first two years I did The Fall in Belfast and then a project in Dublin called The Widower. Working on a show like The Good Wife has definitely made me a better actress and [helped me] understand a lot more about American TV and the craft.

"Doing jobs like Shetland gives me an opportunity to test out all the things I learned over there. It is a different experience, but enjoyable to be back home."

Warm, gentle and softly spoken, Panjabi's real-life demeanour contrasts starkly to her former on-screen persona as no-nonsense, straight-talking private investigator Kalinda Sharma in The Good Wife.

The enigmatic Sharma garnered a cult following for her whip-sharp brilliance, extensive leather jacket collection and that ever-present orange notebook containing carefully penned notes on where all the bodies are buried. Film studies students at Harvard University have even written essays analysing Sharma's personality.

Panjabi is reported as saying that she knew it was time to hang up her character's ubiquitous knee-high stiletto boots when Sharma's unabashedly upfront sexuality began to creep into other roles, not least during a pivotal kissing scene with Gillian Anderson on BBC drama The Fall.

"That was said tongue-in-cheek," laughs Panjabi when the topic is raised. "I get on extremely well with Gillian and we had so much fun. In that scene, on one take, I just went for it …" – she mimics cupping her hands around Anderson's face and pulling her in for the kiss – "The director [Allan Cubitt] said: 'No, no, Archie – she has to go to you.' I thought: 'OK, a little bit of Kalinda coming out there.' But it definitely wasn't the reason I left the show."

It has been widely rumoured that faltering relations with Julianna Margulies, who plays the lead role of hot shot attorney Alicia Florrick in The Good Wife, was a key contributing factor to her departure, but Panjabi prefers to go down the diplomatic line of her character's story arc coming to a natural conclusion.

"I did six years and I felt the character came in this very mysterious way and left in a very mysterious way," she says. "There are a lot unanswered questions and I think that is staying true to the character."

As Sharma sashayed into the sunset on The Good Wife, so too did Panjabi. "We had talks about keeping some of the clothes," she says. "I did walk away on the last day of the shoot with a pair of boots. They are my magical boots."

For as long as she can remember, Panjabi knew she wanted to act. "As soon as I was born, my mother said: 'I think she wants to be an actress,'" she recalls. "There was no history of that in my family, but my mother changed my name as soon as she saw me – it was such a strong feeling.

"My name is actually 'Archana' which means 'worship', which my mother felt was appropriate for me. I have come to be known as 'Archie'. Whenever I'm working on a job and someone is waiting to pick me up, they expect this Scottish blonde boy to come out … and then they see me."

From an early age, Panjabi had a thirst to learn more about the world around her. "I was always fascinated with people," she says. "I went to Brownies and Sunday school – I was interested in different cultures and food. I would imitate people's gestures and mannerisms. That was the early beginnings of what became a growing desire for an acting career."

Panjabi has built an impressive body of work over the past two decades. Her early roles included comedy drama East Is East, the envelope-pushing Yasmin and a memorable turn as Pinky Bhamra in Bend It Like Beckham (the elder sister to football-mad Jess).

She has gone on to rack up a raft of high profile television part including the Channel 4 adaptation of Zadie Smith's White Teeth and BBC Scotland paranormal drama series Sea of Souls, set in a fictional Glasgow university.

Other career highlights include starring opposite Angelina Jolie in A Mighty Heart, appearing in two series of aforementioned BBC drama, The Fall, and most recently a role in Hollywood blockbuster San Andreas.

Last spring, Panjabi signed a development/holding deal with Fox to headline a drama pilot for the studio. "They have been trying to find the right project for me and have been amazing," she says. "I always knew after The Good Wife it would take time to find something that was a good match. Until then I have been taking the opportunity to do little things here and there.

"I did San Andreas, then Shetland. I call it 'doing a Kalinda'. I can go off, have all these little flirtations with jobs and not have a full-time commitment until I find that one project."

Currently living in New York, Panjabi plans to relocate her main base to Los Angeles. "When I'm asked where feels like home, the truth is everywhere is home," she says. "I feel very at home in Scotland and always have done – the same with Ireland.

"Mumbai, New York and LA – I feel home is where the heart is. Once I go to a place and work there I become comfortable and it becomes home. There is no one specific place."

Equally, she has grown used to the transient lifestyle and living out of a suitcase. "You have to – the plane is my bedroom," she smiles. "It is a wonderful business, but it is very competitive. You either have to embrace it – or get out. Over the years I have learned to shape my life around it."

When not working, spending time with her family and husband of 17 years, Rajesh, takes priority. "I have a big family and don't get to see them that often," she says. "Just being able to spend time with them, cook together and go out to celebrate special occasions is a luxury."

A dedicated philanthropist, Panjabi works with several charities and is a global ambassador for Rotary International's End Polio Now programme.

"I lived in India from the ages of 10 until 12 and I witnessed children on the streets suffering from polio but I never knew what it was," she says. "No-one talked about it and they were labelled as being 'the untouchables' which is something I could never really get my head around.

"After a few years of being on The Good Wife someone approached me and asked if I would be an ambassador for polio. I didn't really know what it was but then when they explained it I realised it was what those same kids had been suffering from. I jumped at the chance to help."

Her own mother "dedicated her life" to working with children with disabilities. "During the school holidays she would work at play centres and look after children with disabilities. That opened my eyes," says Panjabi.

As an actor, she's often played characters who rail against the "submissive Indian woman" stereotype (Kalinda in The Good Wife, Alsana in White Teeth and even Pinky in Bend It Like Beckham are three examples.) Was it a deliberate decision to choose those parts?

"Not really – I think that's probably just how people see me," she insists. "I'm a Gemini and have a mixture of all sorts of qualities; there is a very shy side to me and a very feisty side. I tend to look at projects based on the people who are associated with it, how much of a challenge it will be and what I can bring to it."

Panjabi admits that starting out as an actor, her path seemed unclear. "I didn't think it was possible for me to be in cinema because there was no girls from my background," she says. "Then I saw Naima on EastEnders [the Bangladeshi character played by Shreela Ghosh] and watched My Beautiful Laundrette. I realised it was possible and not only Bollywood roles [that were open to her]. I wanted to break into that."

She smiles graciously when her own part in pushing for change is acknowledged. "I'm proud of the fact that when I was a little kid and would go up for roles, they would have one or two lines because there wasn't that many Indian girls," she says. "It is really nice to now get phone calls for more substantial roles and they don't really care about your ethnicity."

She hopes to further stoke the flames of change. "Generally, there are a lot more people from diverse backgrounds – not just Indian – in TV and film," she says. "Things are changing. I know there are still complaints that the diverse society we live in may not be fully reflected.

"There is room for more [of that positive change], particularly in film," she continues. "There have been a lot of noises made since Lenny Henry's 2014 speech at the Baftas [in which he spoke out about the "appalling" lack of diversity in broadcasting]. For me, though, diversity is not just about being Indian or black.

"It is about being eastern European, mixed race, people with different ages and disabilities. Society is made up of rich and diverse backgrounds that you don't see on TV. I think we need to move more towards that. If I end up being part of that, then that's a good thing."

Shetland is shown on BBC One, Friday, 9pm