Hammersmith-born Rosamund Pike, 44, studied English literature at Oxford before her breakthrough role as a Bond girl in Die Another Day. Subsequent film roles include Pride & Prejudice, Made in Dagenham, Jack Reacher and A Private War. She was Oscar-nominated for Gone Girl, won a Golden Globe for I Care a Lot and an Emmy for State of the Union. Her latest project is a 10-part BBC audio drama People Who Knew Me. She lives in Prague with her partner, businessman Robie Uniacke, and their two sons.

What attracted you to People Who Knew Me?
It’s a remarkable story and one I felt emotionally drawn to. Anyone who’s ever told a lie quickly finds that in order to support it, you have to tell another, then another. Here is a woman in her early 20s who has been lying and having an affair. At the point of the cataclysmic horror of 9/11, she has a job in the World Trade Center. She realises that everyone will assume she was at work that morning and will have died, so sees an opportunity to escape. There’s a curiosity in all of us: “What happens if I go out to get a pint of milk and don’t ever come home?” Or maybe that’s not in all of us and I’ve just exposed myself! In her absence, her loved ones have a funeral, mourn her and rebuild their lives. Meanwhile, she jets off to California and adopts a new persona. On screen I’d only get to play the new version of her, in her 40s. But because it’s audio, I can be the girl in her 20s, too.

It’s executive produced by Sharon Horgan. Were you a fan of her work?
Big fan. I started with Catastrophe, then was delighted to find Motherland. And Bad Sisters was phenomenal and delicious. It was Sharon’s genius idea to option Kim Hooper’s novel and adapt it as audio drama. I think Sharon rightly saw that the story is all about lying and if you’re only listening, it almost becomes like eavesdropping.

How was it working with your co-star, Hugh Laurie?
I was delighted when Hugh wanted to do it. He’s always been a face I’ve known and obviously House is where he perfected his brilliant American accent. On screen, you could’ve been distracted by the fact that it’s Hugh Laurie, but as a voice, you just accept it. He becomes the character. Someone’s fame doesn’t get in the way with audio.

It feels naturalistic and soundscaped. How did you record it?
With head mics attached to these fetching head-bands, so we could be very free and move around. Our voices sound different in various locations – in cars, across restaurant tables, even in the bath. Technically it’s quite a leap forward from the radio dramas one might have heard growing up. You’re very much in the moment with our characters. If somebody cries, we don’t try to hide sniffles. If somebody’s eating, we hear them slurp ice-cream or bite into an apple. It’s a lot more immediate and immersive.

The script includes satirical mentions of Gwyneth Paltrow’s Goop. Do you have much truck with wellness?
I think we’re all being conned by the wellness industry. This idea that it’s no longer enough to be healthy and we have to be “well” is something that needs to be interrogated. Yet it’s so seductive because it’s in pursuit of things that people are ashamed to want, like youth, beauty and fitness. #MeToo gave women an opportunity to escape some of the demands put on them. Now, in a way, people are voluntarily flocking back to being controlled but in a different guise, by these wellness claims. It’s politicised our food, politicised our exercise and I think it’s really dangerous.

You also narrate documentary podcast Mother, Neighbor, Russian Spy, about deep-cover Russian spies in 00s America. That’s another story of lies and fake identities…
It is! Because I pretend to be other people for a living, I’m very drawn to stories about what it would be like to never break cover. I have friends in the FBI and have always been interested by their undercover work – although it’s highly classified, of course. With this, I didn’t want to just be the hired voice, I wanted to be really collaborative with the producers. Thanks to contacts I’d made when I played an FBI agent in [2019 film] The Informer, I was able to gain access to people within the FBI. We were fortunate enough to interview a retired agent who’d been very close to the case. I even went to the house in New Jersey where the sleeper agents lived. I went quite deep.

When did your fascination with espionage begin?
My uncle was a hotel manager who’d worked his way up, so at one point, he was the night manager. David Cornwell, AKA John le Carré, used to stay, and they’d have long conversations at the night desk. My uncle wasn’t anything like the Night Manager character came to be but their conversations certainly fed into it. That was always a story of my childhood – the idea of all-seeing eyes and what you have access to. It’s the keenness of observation that really fascinates me about spying. The hyper-awareness. When I have lunch with my FBI friends, it’s always a merry-go-round where you sit because nobody wants their back to the door [laughs].

Are you a podcast listener?
I am. I love a podcast about the acting industry called Dead Eyes, and Sweet Bobby, the catfishing investigation. I’m also listening to SSAC, the MIT Sloan Sports Analytics Conference. I’ve been interested in sporting minutiae and marginal gains since reading James Clear’s book Atomic Habits, about how tiny changes can make a massive difference.

Did you enjoy making short-form marriage comedy State of the Union?
Nick Hornby’s writing is just the best – so funny but always with heart. So much of my work goes to dark places, so I have Nick to thank for reminding me to be funny. It was a clever format, very relatable and extremely funny.

Your next film release is Emerald Fennell’s Saltburn, reportedly a Ripley-esque thriller. What can you tell us about it?
Not much, I’m afraid. It’s all going to be under wraps until it’s not. But it’s brilliantly written, provocative cinema. Funny, dark and full of surprises.

Were you impressed by her directorial debut, Promising Young Woman?
You can see from my work that I like films that hit the zeitgeist. With Gone Girl, it was the narcissism epidemic. I Care a Lot was an acerbic look at virtue signalling. I love anything that cleverly examines trends in our society, which is what Emerald did so pithily with Promising Young Woman.

Good roles used to be rare for actors over 40. Is that improving?
It’s not too shabby at the moment. There have always been great films with fierce, full-on, female characters who were “too much”. Think about Bette Davis’s roles or John Cassavetes’s A Woman Under the Influence. I played journalist Marie Colvin in A Private War, who was an amazingly complicated figure to put on screen. Now television has also embraced outspoken women who don’t conform to traditional expectations of femininity – and with those characters come interesting opportunities for actresses.

Your sons speak fluent Mandarin and your whole family are fans of Chinese culture. Why the fascination?
Any culture with a population of that size is undeniably interesting. When I go to China, I’m always very stimulated. The rest of the world is becoming homogeneous but China remains distinct. Its culture is secure and strong. I feel it and admire it. There’s great literature coming out of China. My partner and I have been looking for Chinese stories to adapt for TV. Our first project was The Three-Body Problem, an amazing sci-fi trilogy which is one of Barack Obama’s favourite books. We partnered with Netflix and David Benioff and DB Weiss, who did Game of Thrones. In their hands, it’s very exciting. That will be coming out within a year.

Am I right in thinking you were friends with Chelsea Clinton at Oxford?
Tangentially, yes. I had a boyfriend who was close friends with her, so we hung out a few times. I liked her enormously. She took me to the ballet once. I remember it clearly because ballet had been her life as a young girl and she took it seriously. Going to see dance with Chelsea was fascinating because of her insights.

You live in Prague but are currently back in London. What culture have you enjoyed since being back?
I went to see Dancing at Lughnasa at the National, which was so moving in such unexpected ways. The play works a strange kind of magic. At the end, I had tears streaming down my face and couldn’t quite explain why. It taps into something very primal about family and memory.

You’re a fan of the Chemical Brothers. Do you go out dancing much?
I do. I love to dance. Prague has really good nightlife, plus Berlin is just a train ride away and I love the clubs there. I especially enjoy it when DJs play special sets in unusual venues. I also went to see Nine Inch Nails live in Berlin recently.

• This article was amended on 12 June 2023 to correct a misspelling of Sharon Horgan’s surname.

• People Who Knew Me is out now on BBC Sounds and will be broadcast on Radio 4 from 26 June. Mother, Neighbor, Russian Spy is out now on Audible