You have homes in New York and Los Angeles. What’s your TV set-up?

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I have a very small 1930s apartment in New York and a very large sofa. When you can only walk ten paces across the room, there aren’t many places to put the TV, so it’s very prominent, right there above the fireplace. When my husband [actor Geoffrey Arend] and I moved into our home in LA we found it had a projector screen that you pull down from the ceiling, so we get to watch TV like we’re at the movies. It’s really fun. We’ve got to the point where we order dinner and take our food into the living room and eat while we watch.

What do you and your husband like to watch together?

My husband is on board for lots of things I like, but we also watch our separate shows. I’ll get so into a drama and he’ll say, “You know there are only two more episodes and if you watch them tonight you’ll be really sad tomorrow.” I say, “I have no willpower – I need to watch it now!” But what he doesn’t know is that if I love something I’ll watch the whole darn thing again.

What are some of your favourite programmes?

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I got addicted to a bunch of British shows like Fleabag, The Missing, Broadchurch and Happy Valley, which is beautifully written. There’s such strength between those female characters.

You played the very strong Joan Harris in Mad Men. Did her confidence rub off on you?

It would be a shame to have played that character for nine years and not steal some of Joan’s qualities. I poured myself into her and the response she received was very positive. It emboldened me and I learnt it was OK to embrace that self-confidence.

Do you prefer a night in or a night out?

When I return to LA I like to throw a party as soon as possible and get everyone that I haven’t been able to see for a long time together in a room and we just drink, eat and catch up. I’ve been travelling so much in the past two years that I find myself eating out and ordering in more than I would like to, so when I’m with friends I cook for everyone. The last thing I did was a big summer barbecue – nice salads, grilled chicken and sausages, homemade pizzas.

What do you do to entertain yourself while travelling?

I tear through magazines on planes, I rip pictures out, tear articles out – that’s my plane vibe. I love reading fiction and sometimes that’s all I do, but I’ve been reading so many scripts and working a lot recently so when I come home I just watch TV and go to bed.

What’s the silliest thing you’ve read about yourself?

In a magazine many years ago I was asked who I would want to have dinner with, alive or dead. Among my guests was Jesus because I have a lot of questions for him. But when the article came out it said that I would like to have dinner with my Jesus, which made it sound like I personally felt he belonged to me and I was a very, very religious person. I just thought it was really funny.

What would you ask Jesus?

Why? Why? Why? Why?

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Christina Hendricks stars in Tin Star, available from 7 September exclusively on Sky Atlantic and NOW TV

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