The 25-year-old, who played Katy Harris in Coronation Street, told the Daily Record that she witnessed eight armed men burst into a music show in Johannesburg and ask for money.
She said: "Halfway through the performance I saw guards walking through the theatre and then the lights went on. One of the performers said: 'Don't worry, but we're in the middle of a robbery.'"
Hudson had just completed filming on the third series of ITV's Wild At Heart when the incident happened.
"It was supposed to be a night out to celebrate finishing filming, but it went horribly wrong."
She added that she and other audience members hid backstage until police arrived to arrest the criminals.