The 32-year-old actress said that her new socialite part "couldn't be more opposite" to the downtrodden character she portrayed in the ITV soap between 2006 and 2012.
Kelly told PA: "I love the fact that it's based on the real thing and the part for me couldn't be more opposite to Becky - she is absolutely the top of the social circle, Lady Mae.
"She is the one of all the women who hang around with Mr Selfridge, she is the only one in the pecking order that's three steps above him and that's just a thrill to play."
Kelly will appear opposite Entourage's Jeremy Piven, who plays Selfridges owner Harry in the biopic.
She added: "All I know is Andrew Davies is an amazing writer, I adore the scripts, I think that Jeremy Piven is outstanding.
"I always look at the script and the part and for me the script is excellent, it's based on a true story which I always like."
> Katherine Kelly thrilled with life after soap