Controversial, provocative and comic, Sexual Perversity in Chicago is a play about four young people looking for love. Danny (Matthew Perry) and his friend Bernie (Hank Azaria) are two “regular guys,” pursuing women in all the normal places: bars, libraries, beaches — any place where single women congregate. Deborah (Kelly Reilly) and her roommate Joan (Minnie Driver) are two normal girls, trying to pursue men without actively appearing to do so. They go to the same bars, libraries and beaches. Danny and Deborah meet and begin an affair, while the other two watch cynically from the sidelines, exerting subtle but hostile pressure on their friends. Their sex lives and their attitudes towards love, lust and commitment are played out amid filing cabinets and the singles bar scene.

We met Kelly at the Covent Garden Hotel to talk about life on stage and in the Mamet play in particular.

This isn't the first time you've appeared on stage with a Hollywood star? "No, I was in The Graduate with Kathleen Turner, at the Gielgud Theatre. She was Mrs. Robinson; I was her daughter Elaine. But there's a bit of a myth about American stars appearing on the London stage: When you work with them, they're just fellow actors, and you are part of a team, as you would be with any other actor."

How have rehearsals been going? "Very well! Though you're so involved in the process of rehearsing a play that it's very hard to be objective about how the piece is shaping up. I can say, though, that the set is fabulous — very 1970’s, lots of brown and orange! It's a fairly abstract set, as we have about 35 scenes to get in. "As for the actors, we work together well as a team, which is obviously vital, and we enjoy each other's company. We've been out together after work a few times, but that's not doing the showbiz thing, it's just going out for a drink or meal."

Judging by the other's [resumes], you're the most experienced stage actor out of the four? "Yes, I suppose I am. I've done film and television work — I got my break into acting through television — but most of my work has been on stage, and that's where I'm most comfortable. Film is something of a mystery to me, though it's something I'd like to explore more."

Did you always want to be an actress? "From an early age, yes. I was very unconfident at school. But I found drama classes fascinating, and to everyone's surprise I asked to study drama, and had the good fortune to have two wonderful drama teachers who became, and still are, very good friends. I said I wanted to be an actress, but I didn't really know what that meant, what it entailed. I had a break with a part in the television series ‘Prime Suspect’ and got offered other work after that. I decided that if I ever wanted to go to drama school I could do so later on, and that I might as well get the practical experience of real work, and it just carried on from there."

Is there any particular style of play that attracts you most? "Not really. I like each play I do on its merits, and I'm attracted to variety in my work."

Are there any roles you have ambitions to play? "I wouldn't put it like that. There isn't a wish list as such, but I'd like to try Shakespeare — Desdemona, when I'm a bit older. I enjoyed playing in Three Sisters, where I played Irina. I'd like to play Masha — in about ten years' time!"

You arrived for the interview in a limo. That must be fairly rare for most theatre actresses. Is the Hollywood lifestyle coming to the West End? "Maybe, but just for this play. Given what the rest of the cast are used to, the limo seemed to be part of the deal; though that side of things is left to my agent. But next time I'm in a play, it could as easily be something really strong that I want to do on the Fringe — in which case it'll be back to public transport!"

Kelly Reilly can be seen in Sexual Perversity in Chicago at the Comedy Theatre. It opens May 14, and is booking to Saturday August 2.