Thatcher was Britain's first female prime minister and her 11-year-term in office was the longest of the 20th century. She died aged 87 in 2013.
The new season of The Crown, to be released on Netflix on Sunday, covers the escalation of conflict in Northern Ireland and the Falklands War. It will also portray the unhappy marriage of Prince Charles and Princess Diana, who will be played by Emma Corrin.
Anderson said the first time she ran into Corrin, when both actors were in full costume, “was kind of like a Madame Tussauds moment.”
Anderson, who grew up in both Britain and the US and is best known for television's The X Files, had plenty of material to work with to capture Thatcher.
“A lot of people have played her to acclaim before, so that's always a bit daunting,” she said, referring to the likes of Meryl Streep, an Oscar winner for The Iron Lady.
“Also she's certainly quite a character and people had very strong opinions about her either way. There is so much richness of character and history that as an actor you can bite into,” Anderson said.
Reuters