Lydia Leonard on being Jackie O

'I don't think I'd have liked her, had I met her,' says Lydia Leonard of Jackie Onassis, the character she's playing in Martin Sherman's play

In preparation for her role, Lydia pored over biographies and accounts of the period. 'Jackie was fascinating. She was quite an actress at heart: she wanted to be a sex symbol; a perfect mother; a politician's wife. She put on this voice' (Lydia does the impression, breathy and saccharine; Maria Callas called it 'Marilyn Monroe playing Ophelia') 'which made her seem stupid. She absolutely wasn't. She was intellectual, manipulative and enigmatic. But she was almost canonised by the media; a lot of Americans don't know that she had an affair with Bobby Kennedy after Jack's death, nor that she chain-smoked.'

Lydia is a neat fit for Jackie. Like the First Lady, she is dark, chic (today in skinny jeans, Chelsea boots and leopard-print peacoat), well read (her handbag bulges with books) and speaks French. In fact, Martin Sherman, the American playwright who also wrote Bent and Mrs Henderson Presents, knew he had his Jackie the moment he saw her. 'We cast Lydia because she is an extraordinary actress who is able to maintain a poised and self-confident exterior and yet at the same time allows us to sense and savour the enormous vulnerability, sensuality and humour that bubble underneath,' he says.

Jackie was also a glamorous respite for Lydia from the months of wailing and hair-pulling that she endured for the RSC in Euripides' Hecuba, in which she played Polyxena, the Trojan princess whose sacrificial death sends her mother Hecuba (played by Vanessa Redgrave) into an unbearable spiral of grief. 'I'm not in a massive hurry to do any more Greek tragedy,' Lydia laughs. 'Greek tragedy was pre-Freudian, so every emotion has to be so raw; there are no psychological undertones.'

Prior to this, Lydia, 27, who was born in Paris (her accountant father is half French) and moved to Hampshire when she was five, was most famous for her role as David Frost's girlfriend, Caroline Cushing, in Peter Morgan's 2006 play Frost/Nixon. Although the critical response to her performance was positive, in the movie her part was played by Rebecca Hall: 'It was a big Hollywood film and it wasn't a surprise not to be considered,' she says diplomatically. The actress, who went to school at Bedales and now lives in Shepherd's Bush, has also had parts in Granada's detective series Jericho, set in the 1950s (with her Onassis co-star Robert Lindsay), and the BBC remake of The 39 Steps (with Rupert Penry-Jones), in which she played a suffragette. Next spring she will be appearing in Archipelago, an independent film made on the Scilly Isles, in which she plays a girl who has just split up with her boyfriend. In an uncomfortable case of art mirroring life, Lydia's own three-year relationship broke down during filming. 'It was pretty intense being stuck on this island, acting out your own break-up. They're just utterly shit, break-ups, aren't they; they define you as a person for a while. It takes a bit of time to put yourself back together again. In fact, it's kind of taken until now to get back to normal.'

Almost a year on, Lydia remains single. But if it's any consolation, every night as Jackie she will be playing someone with a more robust approach to love and betrayal. Aware of her future husband's philandering nature, Jackie accepted Kennedy's extramarital activities as part of the deal and had her own affair with the Sunset Boulevard star William Holden. It is rumoured that her relationship with Aristotle Onassis began before JFK's assassination, and it is certainly true that she embarked on a sexual relationship with her brother-in-law Bobby not long after her husband's death. For his part, Onassis broke Maria Callas's heart and spirit when he abandoned her to marry Jackie. She had left her wealthy industrialist husband, Giovanni Battista Meneghini, for the Greek tycoon and remained in love with him until the day she died. Under the circumstances it seems just as well that Lydia is playing Jackie rather than the heartbroken Maria.

Onassis is at the Novello Theatre (0844 482 5170)