"She has such a strong vision," Ross told us. "Her whole career has been about looks and drive. As a director she was just brilliant. She knew exactly what she wanted. There are so many things to be decided when you're directing something - I'd be hopeless, there are so many choices. She worked incredibly hard."
Set in the Thirties, the film focuses on Edward VIII's abdication and affair with Wallis Simpson, and also stars Andrea Riseborough, Abbie Cornish and James D'Archy. Ross plays the sister of one of the King's mistresses.
"This film was the first audition I went up for," explained Ross. "My manager in LA put me forward for it, and I sent a tape of myself over to Madonna - and she was thrilled. I flew over to meet her and got the role. It was amazing. I was so excited because of the period it was set, both my grannies were from the Thirties, so I've always been very intrigued and inspired by that time. I loved seeing how it was for them."
For full interview, go to vogue.co.uk