The first photos of actress Gillian Anderson in character as Margaret Thatcher have been revealed.

The X-Files star is playing Britain's first female Prime Minister on the show.

She has been seen in full costume, coiffed wig included, as she films her scenes for the next series of the show.

Gillian, 51, wore dress the exact shade of blue favoured by Thatcher, who died in 2013, and black court shoes.

She stepped off a replica of the Royal Yacht Britannia, and can be seen gently smoothing her hair with her hand as she adopts Maggie's mannerisms for the role.

(Image: Matt Sprake / SplashNews.com)

(Image: Matt Sprake / SplashNews.com)

(Image: Matt Sprake / SplashNews.com)

The scene was filmed in Spain and it depicts the day Thatcher arrived in the Bahamas for a meeting with Commonwealth leaders in 1985.

Thatcher reportedly found herself isolated that day as she angered the Queen (played by Olivia Coleman) when she opposed sanctions against the apartheid regime in South Africa.

Charles Edwards can also be seen as Martin Charteris, the Queen's Permanent Lord in Waiting at the time and former Private Secretary.

(Image: Matt Sprake / SplashNews.com) (Image: Matt Sprake / SplashNews.com) (Image: Matt Sprake / SplashNews.com)

Edwards also starred in Downton Abbey, where he played Michael Gregson who fathered the illegitimate child of Lady Edith Crawley.

It was officially announced that Gillian would be playing Margaret Thatcher in the show last month.

She said in a statement: "I am so excited to be joining the cast and crew of The Crown and to have the opportunity to portray such a complicated and controversial woman.

"Thatcher was undoubtedly formidable but I am relishing exploring beneath the surface and, dare I say, falling in love with the icon who, whether loved or despised, defined an era."

(Image: Gamma-Rapho via Getty Images)

As well as the X-Files, her career has included stints on BBC's The Fall, Netflix's Sex Education, as well as several films such The Last King of Scotland and Shadow Dancer and Viceroy's House.

Olivia Colman had to have lessons in ­walking like the Queen – after being told her normal gait looked “a bit like a farmer”.

(Image: PA)

And The Crown actress also had voice coaching when she realised a “general posh accent” would not cut it.

Colman, 45, took over from Claire Foy in series three of the hit Netflix drama.

The star revealed that playing Elizabeth II in middle age had not been as easy as she first imagined.

She said: “I can't just sit like me, I have to sit like her, and look like pictures of her.

(Image: Netflix)

“They have been teaching me how to walk – I walk a bit like a farmer, one of the directors said.”

In terms of speaking like the Queen, she told Harper’s Bazaar: “I thought that general posh would do it, but apparently not. If you’re saying ‘yes’, you say ‘ears’. It’s fun to do. Very hard to stop. Ears.”