The actress, 45, will this summer portray the Danish Queen Margaret of Scotland in a major new historical piece written for the NTS by playwright Rona Munro.
She spent the whole of 2013 battling breast cancer and lost her hair, thanks to a course of chemotherapy. She also had to undergo surgery.
The actress said surviving the harrowing experience inspired her to work nearly the whole of this year outside her native Denmark, a move away from her country she had not experienced before.
"It was a kind of death and rebirth," she said.
She spent the early part of 2014 filming a new TV series, Fortitude, in London and Iceland, and is currently in rehearsals for James III: The True Mirror.
Her first play in English, it will be premiered at the Edinburgh International Festival in August before being performed in London.
Gråbøl, who portrayed the dogged Sarah Lund in three series of the cult TV hit The Killing, said surviving cancer had given her the impetus to work in the UK for the first time.
In an interview with the Sunday Herald, she said: "I had cancer. I am definitely feeling better now because I finished chemo.
"Chemo is what makes you ill; I didn't feel the cancer.
"I finished chemo a year ago. All my hair came out, my eyebrows and everything. It was terrible."
The actress's hair is still shorter than it was when she was shooting The Killing, in which her long hair and patterned jumpers became popular with dedicated viewers.She added: "I am still trying to grasp or formulate for myself what happened and what's happening now, because these years have been very dramatic for me, and it's very dramatic to be ill in that way.
"It puts your whole life in a completely new perspective.
"And straight afterwards I came here [to the UK to work] and I have never done that before, I have never left my country for that length of time, so these years for me are definitely years for redefining myself."
Gråbøl has children aged 13 and 10 and has not been away from her home city of Copenhagen for so long in her career.
However, her fight with cancer led her to reconsider the way in which she worked - her key role in the James Plays will be her first major stage role in the English language, and in the UK.
She said: "I still have to pinch myself - am I really sitting here? Because a year ago I was in a very, very different place.
"Having that illness, it's such a massive line: its such a massive 'before and after' event.
"So it felt weird to just pick up from where I left off.
"It felt very right for me to go somewhere completely new because it is a kind of death and rebirth."
The full interview with Sofie Gråbøl is in next week's Sunday Herald Life magazine.