Vicky McClure on corsets, Soho sex shops and (not) being a secret agent

“When I first went to meet the director Charles McDougall I was really nervous about how to play it. But he said we are not making a period drama. The way Tony Marchant [Garrow’s Law] has written it is so modern. There are a few moments in the dialogue when they use words you wouldn’t now, but for the most part it feels very contemporary.”

Did she have to wear a corset? She grimaces.

“Yeah, it’s really uncomfortable. But when you have the costume you feel instantly in that period, and I think it helps the way you move. I’m naturally a pockets girl.”

Quite a change from the high-waisted jeans and Doc Martens she wore in This Is England? “Well you say that, but those jeans were really tight!”

McClure’s most compelling feature is her piercing aquamarine blue eyes, fringed by thick black lashes. For TV viewers like myself, she’ll always be Lol, the troubled skinhead from This Is England whose eyes conveyed a well of misery - from incest and rape to attempted suicide.

Set on a council estate in the Midlands in the late 80s, This Is England is an improvised drama directed by Shane Meadows. It started as a film in 2006 and then developed into three TV series with the same characters: This is England '86, '88 and '90. McClure has won Bafta and Royal Television Society awards for her part in the series.

McClure’s other big role is playing DC Kate Fleming, a hard-nosed undercover cop who investigates police corruption in Line of Duty. At the end of series three we saw her morph into an action heroine, chasing bad guys while firing a gun. She laughs when I mention this.

“Some fans were talking about me for the first female Bond! It’s not going to happen, but I’m flattered. Line of Duty is well known for long scenes inside the police station, so it was good to get out on the streets a bit more and bump up the energy. The response we had for the third series was phenomenal.”

Her character in The Secret Agent is very different: she’s submissive and compliant. “Women in those days had to have a man to protect them.” McClure plays Winnie, the wife of a Soho sex shop owner. Her husband, Anton Verloc (Toby Jones), is a shady character. He’s a secret agent on the payroll of the Russian Embassy and British intelligence, but he also flogs grubby postcards to upright Victorian gentlemen.

We first see Winnie behind the counter, in a high-necked long black dress, hair tied back in a severe bun. Behind her on the wall are saucy, soft-focus shots of naked Botticelli-like women with inviting smiles.

“The way the set designers created the contents of the shop was incredible. When I first walked in I couldn’t believe it. I’d never seen anything like it in my life. Apparently, that stuff was massive in Victorian times.”

The sex shop is also a front for her husband’s nefarious political activities. A number of revolutionary anarchist groups made their home in London in the late 19th century, and Anton has infiltrated one of them. His Russian paymasters want him to act as an agent provocateur, encouraging the revolutionaries to blow up the Greenwich Observatory.

The marriage between Winnie and Anton is one of convenience. Also living in the house are her mother and younger brother, Stevie.

“Anton has got himself a young wife, someone who will look after his home, his business and his sexual needs, and Winnie needs to provide for her family. That’s the way it was,” explains McClure, raising a well defined eyebrow.

She speaks with a distinct Midlands accent that's refreshing in an age when ex-Etonians dominate the acting profession. McClure is proud of her working-class background and comprehensive school education, and that she’s become successful without the advantages of a private education or being trained at one of the big drama schools.

Instead, she attended a free after-school drama workshop twice a week from the age of 11. Nottingham’s Television Workshop has spawned several Bafta winners, including Samantha Morton and Jack O’Connell, who recently starred in the Jodie Foster-directed film Money Monster, with George Clooney and Julia Roberts.

She’s very passionate when talking about class and the acting profession. “It’s striking how many successful actors came out of Nottingham.

"We don’t need to send people to expensive drama schools. When I went to the Nottingham Television Workshop it was free, and even now it’s affordable – £100 a term. If people don’t have that there are bursaries and sponsors. There should be places like that in every city.”

When she was 15, the Nottingham-based director Shane Meadows came to the workshop and cast her in his film A Room for Romeo Brass, a comedy-drama about two friends.

“I thought my big break had come because the film was going to be shown in cinemas. Then I found out it was only six cinemas. It’s been a blimmin’ long, hard slog to get to where I am now. It took another ten years before I did This Is England 86.”

Fame doesn’t appear to have changed her much. She still lives in Nottingham around the corner from Meadows and has no desire to move. “It’s where I want to live. I’m 33, I have a mortgage, and a house. It’s where I’m happy.”

When she’s not working, she’s at home with her partner, Welsh actor and screenwriter Johnny Owen. “I think it’s a really creative place and I’m heavily involved in the arts there. We have a great theatre, film, music – the musician Jake Bugg’s from Nottingham.”

So what does she do to relax? “I binge on MasterChef, Bake Off – in fact, any kind of cookery programme going.”

Does she cook?

“Well I did some baking the other day for the Alzheimer’s Society because my nana passed away from the disease, and I’m an ambassador for them. But my cakes turned out a bit flat!”

What about trying her luck in Hollywood?

“I’ve never been approached or been out to LA. I understand why actors go there, but it’s not something I want. I’m a massive fan of British drama, and it’s a good period to be working here.”

What she really enjoys is working with actors she knows well. She describes the cast of This Is England as her second family. By a stroke of good luck, Stephen Graham – who played the violent skinhead Combo – was cast as Detective Inspector Heat in The Secret Agent.

“I’ve known Stephen for 13 years, so he’s my mate. I think we’re both conscious that we could be like Lol and Combo, but actually it wasn’t an issue because the characters are so different.”

The night before our interview, she and Graham were both at the wedding of Martin Compston, who plays Steve Arnott in Line of Duty, and is another close friend.

McClure is returning to Belfast next month to shoot series four of Line of Duty. “It’s a great city and there’s a huge amount of filming going on in Northern Ireland. We’re filming at the same time as Game of Thrones, so I expect there’ll be long queues at the bar!”

The Secret Agent starts tonight, 9pm BBC1