Downton Abbey’s Michelle Dockery made her US television debut Thursday night on the Late Show with David Letterman.

The 30-year-old actress compared her life growing up to her character Lady Mary Crawley.

“I come from a very working class background, so my family would've been downstairs in the past,” she told host David Letterman. “People are often surprised to hear I'm not actually posh.”

The Essex-born actress went to “stage school” three times a week and received encouragement from her parents to pursue acting.

“My parents were very encouraging and could see from an early age that I wasn't going to be a doctor,” Dockery revealed. “I was doing Margaret Thatcher impressions from the age of five!'