The Downton Abbey star will play Saskia, the girlfriend of Anthony (Ralf Little), in the show's Christmas special.
"I was nervous, because my family always watches it, so I'm a bit of a fan," she told What's On TV. "But everyone has been so lovely. It's funny [because] I'm playing the newcomer to the family and that's what it felt like for me. But I feel like part of the family now."
She added that it was "lovely" to be part of the hit sitcom, which attracted 12m viewers in 2009.
"I've been a viewer for years, and I think there are parts of it that every family can relate to, even if [the characters] are a really extreme version! It's going to be absolutely lovely to be part of so many people's Christmas."
The Royle Family returns on Christmas Day at 9pm on BBC One.