AT 3am one day in 1995, a teenage actress named Kelly Reilly was finding sleep very hard to come by. She was, it turns out, more than a little apprehensive about the prospect of making her TV debut later that morning, on the set of Prime Suspect, alongside Helen Mirren.

On set later that day, the 17-year-old was flustered by the complicated demands being put on her, but it was Mirren who came to the rescue. “The pressure was on, and I might not have got through it,” Reilly recalled, “if it hadn’t been for Helen. She doesn’t suffer fools gladly, but she was incredibly supportive, with a great sense of humour.”

It was Mirren, too, who advised her not to go to drama school but to travel for a few years, or go to university.

Reilly’s career has blossomed remarkably since then, taking in stage, TV and screen, not to mention a couple of awards. Next month, she will be seen in her biggest project yet, as the face of Britannia, the epic new nine-part historical drama written by Jez Butterworth.

The Sky Atlantic drama, which has already been likened to Game of Thrones, is set in Britain in 43AD. The Romans, led by General Aulus Plautius (David Morrissey), have invaded, determined to succeed against the ancient Celts where Julius Caesar failed. Reilly plays Kerra, fearless daughter of the King of the Cantii, who realises that she has to bury her mutual differences with her arch-rival, Queen Antedia (Zoe Wanamaker) if the invaders are to be repelled by the tribes and Druids.

Britannia, which is the first-ever co-production between Sky Atlantic and Amazon Prime Video, also stars Mackenzie Crook and Ian McDiarmid (Palpatine in several Star Wars films).

Butterworth has said: “Besides being hard, hard warriors, the Celts have a belief system which makes them almost invincible. It’s a deep, heavy magic. Last time the Romans tried to invade, the mighty Julius Caesar took one look, turned round and went straight home. Now, almost a century later, the Romans are back. Here we have a war between two pantheons — the Roman gods versus the Celtic gods...And we see it all from a human perspective, of individual survival, ambition, courage, lust, loss, revenge.”

There’s already a great buzz of anticipation around Britannia (all of its episodes will be available on January 18, says Sky), and there’s no doubt that the role of the formidable Kerra will be a significant moment for 40-year-old Reilly.

Her father was a policeman for 25 years - “all over south London, Lambeth, Southwark, during the Brixton riots,” she said. “You know, you hear that people hate the police...and I think: ‘Well, they're doing their job and they have kids who want to go to university too.’ My dad is such a good man, hard-working. I'm all for a good protest though…”

Over the years she has worked on stage, on TV and in film. Her films include Pride and Prejudice, Mrs Henderson Presents, Sherlock Holmes, Flight (which starred Denzel Washington) and Calvary. In 2008 she and Michael Fassbender both had their breakthrough roles played a young couple terrorised by a feral group of youths in the acclaimed cult British horror movie Eden Lake. Film critic Peter Bradshaw summarised it thus: "Seriously bloody horrible in every particular, and uncompromisingly bleak to the very end, this looks to me like the best British horror film in years: nasty, scary and tight as a drum.”

Reilly’s TV roles have been equally broad, taking in the short-lived US TV drama, Black Box, the police drama Above Suspicion (in which she took on a Helen Mirren-style role) and HBO’s True Detective.

She has appeared in several high-profile stage roles, too. She was understandably annoyed when some London critics, reviewing her Desdemona opposite Chiwetel Ejiofor's Othello, referred to her cleavage as much as the quality of her acting. “It's really boring,” she said of the episode. “I mean, I don't think I'm someone who chases that sort of attention at all. I'm not a show-off, I'm not an exhibitionist. I've done nudity because it's in the film or the play but I don't search it out. Mostly, I just try not to pay that sort of press any attention.”

In 2012 she married Kyle Baugher, a New York financier, and she is thought to have made America her permanent base.

Reilly has worked with any number of stage, TV and film directors, who all speak highly of her - “a complete natural” and “utterly instinctual” are a sample of their admiring remarks - but she is, as she acknowledges, not someone who pursues fame or attention. She shuns the red-carpet or the photo-opportunities that many other actors crave. “I’m not interested in being known as Kelly, it’s about the characters I play,” she said. “In an industry that’s all about pretending, you’ve got to be truthful to who you are.”

She seems content to enjoy a low profile while giving her all to the roles that most appeal to her. “Maybe I’d be in a very different place in my career if I did all that [promotional and social media] stuff,” she reflected. “It certainly can be to the frustration of my agent, but it’s just not who I am.” It will be interesting to see what impact Kerra, Celtic queen and scourge of Roman invaders, has on her profile.