If the acting thing hadn’t worked out for Natalie Dormer, she might have wanted to consider a career coaching politicians in media and people skills. From the moment we meet, at a plush hotel in central London, she is charm itself: warm, welcoming, creating an effortless sense of camaraderie. My name is peppered liberally throughout. She asks me questions about myself (rare for an interview) and does a convincing job of appearing interested in the answers. She’s persuasive and eloquent about whatever she’s addressing.

Today, she’s focusing her attention on Venus in Fur, David Ives’s dark comedy about sadomasochism, which will premiere in the West End later this month with her in the lead role. She makes a hell of a case for it. “You’ll either go home and have incredible sex, or you might break up with your partner… It has this wacky, dark surrealism, but at the same time manages to be incredibly sexy and funny… It has the Freudian, erudite arguments, so if you get turned on by having your brain tickled, you’re going to get turned on. But if you get turned on in the more rudimentary, physical way, that’s there too.”

After more than a decade in the public eye – 12 years on from her film debut in Casanova and 10 from her breakout role as Anne Boleyn in The Tudors – she is one of the most recognisable faces on screen, with roles in both Game of Thrones and The Hunger Games. She is known for portraying imperious, dangerously glamorous roles, and I half expect her to turn up in pearls and a power blow-dry; instead she’s in a grey top and high-waisted trousers, her blond waves in an artful messy bun. She has just been for a swim at the hotel pool and is about to head off to rehearsals.

“Obviously the intellectual and the physical are not mutually exclusive: we are both things, as human beings,” she continues, over eggs benedict and coffee. “We want to be thoughtful, diligent, creative individuals with empirical minds, but then we also want to all throw our clothes off, drink some wine, jump in some water with friends and have a fucking great time as well. And that the two coexist is the joy of being human, right?”

You need to defend gender politics, you need to defend democracy. It’s not a fait accompli

To give some context: Venus in Fur is a play-within-a-play about sex, power and role reversal, based on the 1870 novella Venus in Furs by Austrian author Leopold von Sacher-Masoch, whose surname inspired the word masochism. It’s an intense two-hander: Dormer stars as a mysterious actor who shows up late to an audition with a writer-director played by David Oakes. Patrick Marber – or just “Marber”, as Dormer refers to him – directs; they last worked together in the Young Vic’s 2012 production of his play After Miss Julie (“If anyone can handle sexual power play and gender politics, it would be the writer of Closer,” she says).

How does she think British audiences will react to the more risque elements? “Oh, they love it!” she laughs, with no hesitation. “We pretend we’re all buttoned-up and straitlaced, but you only need to look at the Victorians to know the British get very kinky under the collar.” There are also elements of an Agatha Christie whodunnit, she says, mixed with Derren Brown’s live shows: little clues and triggers leading up to a grand finale. “The last 20 minutes are bonkers. It gets very physical. If we do it right, it’ll be seat-of-the-pants stuff.”

Did she do much research into the world of S&M for the role? She throws her head back and cackles. “None!” she exclaims, feigning shock. “Well, walking through Soho for the last 15 years of my life.”

Natalie Dormer and David Oakes in a publicity shoot for Venus in Fur.

I meant (obviously), reading about it...

“We all read the Von Sacher-Masoch book, and it did make me uncomfortable in certain places. In the modern world, we often like to think we’ve come up with certain ideas, but they were talking about a lot of these things two or three hundred years ago – human nature hasn’t really changed.”

Sexism, for instance: with the book’s 19th-century gender politics transposed to a modern-day setting, Dormer’s character pulls up the director on the book’s view of women. “And so she bloody should, because he doesn’t see it, and that’s where it is probably incredibly relevant” – here she adds a lengthy not-all-men caveat, stressing that it’s just this particular individual – “the young, liberal New York playwright is subconsciously pretty sexist. Full-on sexist, insultingly so, without realising.”

Similarly, in the past few years actors have become much more vocal about prejudice in the film industry, from Geena Davis’s campaign for women in media to #OscarsSoWhite to films about the trans community. “We’re right in the middle of a wave, a revolution,” Dormer says, “of acknowledging our shortcomings and vocalising the wrongs of the past.” She points to Ed Skrein, her co-star in the forthcoming thriller In Darkness, who back in August made headlines by turning down a role in a reboot of Hellboy after learning of his character’s whitewashing.

She links this back to the time Venus in Furs was written. “In the late 1800s, Europe was in turmoil. All the different countries were having industrial revolutions – all that stuff that you and I” (she uses the phrase “you and I” a number of times, rather charmingly implying that she, world famous actor and former queen of Westeros, and I, a journalist, have loads in common) “learned in history at school. The old world felt like it was dripping through their fingers: the new world of steam trains and quicker printing presses and electricity – it was terrifying, and I think it made them self-analyse.”

The modern parallels are clear, she argues: we are in the next technological revolution. “I feel like in a decade’s time we’ll look back and go: ‘Holy fuck, the tectonic plates of society, all the things we’ve taken for granted for the last 100 years – liberalism, Whiggish evolution, that everything is slowly going to get better – have been blown out of the water.’” Dormer, who before acting was planning to study history at Cambridge, is getting heated, speaking at my Dictaphone with a sense of purpose.

“We have to be diligent: it’s not a fait accompli. You need to defend gender politics, you need to defend democracy, my God.” She angrily spears a slice of muffin. “If you look at history, nothing happens in an arbitrary manner. Trump and Brexit are a reaction to a handful of people’s genuine fears and concerns. I think people are incredibly anxious. We live in a very anxious time. Because we’re always attached to these things now” – she jabs an accusatory finger at my smartphone, segueing to a discussion of anxiety in children, people’s obsession with profile, the constant bombardment of bad news.

Natalie Dormer as Margaery Tyrell, with Jack Gleeson as Joffrey Baratheon in Game of Thrones. Photograph: HBO/Everett/Rex

“People try and look for a panacea, and if they see something they think will fix everything” – she snaps her fingers – “they latch on to it. The truth is that issues are so much more complex than that.” She uses health as an analogy: you have to be suspicious if people say one pill will make you healthy. It’s about the way you eat, how much exercise you get, giving yourself quiet time. “But in this modern world, we’re looking for the pill.”

Dormer doesn’t regret not studying history at university (“I would 100% still have ended up doing this”); she enjoys bringing the subject to viewers in dramatic form. Both The Hunger Games and Game of Thrones, though fantasy, have some basis in the modern world – violence, prejudice, tyranny, power struggles – providing escapism that’s grounded in reality. “It’s just good storytelling: that’s how I process and deal with what’s going on in the world.” Game of Thrones, in particular, is much loved by politicians: Dormer once went to a dinner in Washington DC and was surprised to find how many there watched the show. Dormer met David Cameron at an event when he was in power and it was the first thing he told her. Another famous fan is Stormzy, who approached her at last month’s GQ awards: “I was like, my God, that’s so crazy, that Stormzy is coming up and asking me for the selfie – that’s so the wrong way round,” she beams.

After five seasons on the show, she has returned to the sofa to watch it like a fan again. “It is a cathartic escape for us all, isn’t it, good old GoT? It goes back to what you and I were saying about what’s happening in the world. The unpredictability of Game of Thrones is definitely reflective of the last handful of years.” On that note, as someone who has played the partner of several powerful, slightly unhinged men – Henry VIII, the tyrannical king Joffrey – how does she think Melania Trump is doing as first lady? She smiles, sphinx-like, and cocks her head to one side. “Oh, I’m not going to comment on that, Kathryn,” she says quietly. I try again – does Joffrey remind her of any politicians? – but she’s far too shrewd to fall for it.

I change tack and go for something that should be less inflammatory: her haircut in The Hunger Games, where she shaved one side of her head for her role as rebel warrior Cressida. She speaks of how liberating it is as an actor to assume new identities, although she did get treated differently in the street. She starts to say “To me, feminism…” but the word makes her pause, instigating another train of thought. “Being an equalist, or egalitarian, whatever semantics you want to get into… I was in Tanzania a few weeks ago with Plan International, who are supporting an advocacy group to ban child marriage, and I think sometimes western women take certain things for granted. Sitting next to little girls in Africa who literally belong to their father or husband, really made me realise there are so many places where the basics are still not won.”

Natalier Dormer, left, as Cressida with Jennifer Lawrence as Katniss in The Hunger Games: Mockingjay – Part 2. Photograph: Allstar/Lionsgate

She returns to the question. “We are too aesthetically obsessed, defining people by how they look, or choices they’ve made.” She suddenly looks exhausted. “We should all support each other more often, and stop looking at ‘Where did you go to university?’, ‘How many kids have you got?’, ‘How high are your heels?’, ‘Are you on social media?’” She takes a deep breath. “It took us a bloody long time to get this far, so can we get our priorities in order? Sorry, there you are, if you wanted a feminist rant, there it was.” It’s not over. “And embrace the men. We need to support our male feminist support, not berate them. Let’s all start looking after each other.”

One way Dormer is striving for gender equality is by seeking out and creating interesting, fully rounded female characters. Since 2009, she has been co-writing the thriller In Darkness with her fiance, director Anthony Byrne. “This was pre-Girl With the Dragon Tattoo, pre-Black Swan, pre- this wonderful revolution we’ve had with female antiheroes,” she says. Due for release next year, it’s inspired by Hitchcock and Scandi drama, and centred on a blind musician who thinks she hears a murder in the flat above. Initially, Dormer’s profile wasn’t big enough to play the lead, but after Thrones and Games, it became financially viable. “I was ready to hand over the research” – she mimes a folder at least three inches thick – “to the actress and say, ‘She’s yours now.’ Wonderfully, I didn’t have to do that.”

How was the process of writing a screenplay with her partner? She smirks. “I wouldn’t advise it if you’re having a rocky period in your relationship.” Once on set, when they could resume their roles of director and actor, things were fine, she says, but “the writing room was harder, because we’re 50/50, level-pegged partners, and yes, it was tense, I don’t think either of us will...” She laughs nervously and trails off. “It got to the point where I had to step back, give him the autonomy in the shooting and the cut, because that’s what it is to be a director. So I had to respect that, which was a good character-building experience for me.”

After Venus in Fur, she’ll be appearing in the “dark, funny, surreal” Amazon mini-series Picnic at Hanging Rock, pandemic drama Patient Zero opposite Matt Smith, and The Professor and the Madman, a film about the making of the Oxford English Dictionary starring Mel Gibson and Sean Penn. What was it like filming with those two? “Oh man – that’s a whole other interview.”

When she’s not starring in or writing big screen roles, she likes to run – she’s done the London marathon twice – to help her sift through thoughts (while listening to Stormzy or Rihanna or Queens of the Stone Age) or do yoga, to clear her mind. “I find both very therapeutic, for my mind as much as my body. They’re different types of meditation.” At 35, she has found a greater tolerance and self-love than in her 20s. “The anxiety is not so potent, because you realise you can’t be superhuman, and to attempt to be will only make you miserable. Enjoy being more caring of yourself: be more accepting of your flaws, and quietly, consistently, constructively try and work on them.

“To me, moving into my mid-30s has been a calming experience. I have felt a respite, sort of catching my breath, going: ‘Oh, OK, so all those things that that angry, defiant, hopeful, self-berating 18-year-old wanted to achieve – we got to a good place.’”

Venus in Fur is at the Theatre Royal Haymarket, London SW1, 6 October-9 December