Jude Law and me

Sienna Miller is stressed. Very stressed. She's an hour late for our interview (it's a miracle she even made it, having cancelled three times already), and as she tumbles into the west-London restaurant, her string bag splits open and the contents tumble onto the floor.

She lets out a helpless shriek, scoops everything up, plonks it all on the table and then feverishly searches for a cigarette while simultaneously waving her arm at the waiter in a desperate bid to get a latte. "That'll calm me down,'' she insists.

Then, cigarette perched inelegantly in mouth, she leaps up to rearrange the tight blue jeans that are slipping down over her skinny hips - so ensuring that every male eye in the room is magnetically drawn to her - and then begins to untangle her thick, blonde hair.

"I'm sorry, my life is all so hectic at the moment,'' she says as she slumps into a chair. "I feel all over the place. Perhaps my Pilates lesson after this interview will help me sort myself out and give me back a bit of sanity.''

Life in Sienna Miller's world is, to say the least, a little fraught. She's being trailed by packs of paparazzi, eager to discover the true extent of her relationship with one of the world's most desirable actors - Jude Law - with whom she's starring in the remake of Alfie.

So what is the truth? This is the first time she has spoken about their rumoured affair and she takes a few deep breaths before a sexy, knowing smile flickers across her face. "It's inevitable that people imagine Jude and I are getting together because he's going through a divorce with Sadie Frost and I've broken up with my boyfriend.

"It's very flattering for me as an actress at 21 to be doing a film with someone like him, and he's great. It's been a very exciting few weeks, but it's difficult to know what to say. You do fall a little bit in love with everyone you're working with on some artistic level. I'm convinced of it."

She pauses to light another cigarette. "But I don't want this interview to be about Jude and my private life. I'm really not happy talking about our relationship. It all seems so mad at the moment. I've even got people camped out on my doorstep, presumably to take a picture of who goes in or out of my house.

"There were some pictures of me, Jude and his son Rafferty over the weekend, but that was all blown out of proportion. It was just a bit of fun, and while it might have looked like he was kissing me, it was nothing of the sort. We just went to a gallery and were larking around afterwards."

Jude, who has three children with actress Sadie Frost - Rafferty, eight, Iris, three, and Rudy, who has just had his first birthday - is in the throws of bitter divorce proceedings. He's living in the family's former house in Primrose Hill after Sadie, 37, and the children moved into their new sixstorey home just around the corner.

The split came after Jude, 30, was away filming on Anthony Minghella's new epic, Cold Mountain. Both he and his leading lady on the film, Nicole Kidman, have strongly denied rumours of a link between them.

Whatever her protestations about being Jude's new girlfriend, Sienna, who also stars with Susan Sarandon and Marisa Tomei in the comedy about ruthless womaniser Alfie, is evidently enamoured of their working relationship.

Dreamily, she says: " Jude is incredibly focused. He is so passionate about the film and it clearly rubs off on everyone else on the set. He's been getting up at 5am and finishing at 10pm for the past month, yet there's never one moment of complaint.''

She's clearly smitten. But then it's equally clear why Miller herself, frequently voted one of Britain's most beautiful women, is a bit of a catch. Bubbly and unerringly positive, her endearingly sweet naivety only adds to her charm. Rather than arrogant, Sienna is innately self-assured.

Romance, though, is something else. Brushing aside the Jude rumours, she insists that she lives alone in her twobedroom Notting Hill flat since her amicable break-up with her first love, model Dave Neville.

"Our relationship lasted two years, but I'm quite resilient. I'm learning to separate my personal emotions from my work," she says. "Making Alfie is so exciting for me. I want to give it my all, so I haven't allowed myself to wallow in self-pity. I adore Dave, but I'm growing up and need some space.''

Born in New York, Miller hails from a privileged background. Her parents are separated: her father Ed is a successful international banker and the ex-husband of interior designer Kelly Hoppen, and her mother Jo is from a monied South African family.

Eager to educate her in Britain, her parents sent her at the age of eight to boarding school, first in Salisbury and then to Heathfield in Berkshire, where she earned a reputation for being a rebel for drinking vodka and having a teenage snog with a school gardener she dubbed "the green-fingered god". Unusually, the dalliance did not earn her a reprimand from her mother; she and her sister were allowed a decidedly liberal existence.

I grew up in my mum's London house and she was very open to anything that my sister and I got into. When I was 14 and determined to go to the pub, I'd tell my mum and she'd be like, 'Fine, at least I know where you are and I'll pick you up at 10.30'. There was never any deceit."

Sienna remains close to both her mother and father. "I'm sure I'm psychologically blocking stuff to do with my parents' split - those feelings of abandonment and damaged trust.

"But all I can remember is being excited at getting two Christmas stockings and living in two homes. Both my parents have been loving and supportive, and after an acrimonious divorce they're now good friends and go on holiday together."

Having left school with three A-levels, Sienna decided to model. With legs up to her armpits and a mane of blonde hair, she soon won many lucrative jobs and has posed for the famous Pirelli calendar. But she decided to abandon these shores for America to spend six months at New York's Lee Strasberg acting institute.

The hard work paid off and Sienna went on to win a part in US primetime series Keen Eddie. Tipped for international stardom by Variety magazine, she is also in Matthew Vaughn's upcoming film, Layer Cake. But her big break is Alfie, in which she plays a young American called Nikki, who turns out to be an outofcontrol manic depressive - character traits she insists she knows nothing about.

She says she had to draw on the experience of friends who've been treated at The Priory to understand what depression was like. "Having said that, I'm not having the easiest time at the moment," she adds.

'"When this madness is all over, I want to take life slowly," she muses. "Of course I want to get married one day, have kids, be in love, have the perfect husband, be the perfect wife, make great films. But I'm not going to go there yet. I'm just going to say thank you for what I have every day."