The actress was on set when she heard that there may be news coming from Buckingham Palace, and revealed that when the statement was officially released, she broke down in tears.
Watch Imelda tell the story on The Graham Norton Show below...
"Then, weirdly, in the schedule I had 10 days off which was the 10 days of mourning and I was inconsolable that night. I would have been, of course, sad but obviously I think I was fueled by living with her for so long," she added.
Imelda, who had been deep into her role, taking on the heavy years between 1991 and 2010, added: "I had my 10 days and I didn't want to watch a lot of things but I did watch the funeral.
'"I filmed the next day and I think it was very difficult for people, looking at me. I got my head around it but we had a lot of supporting artists on that day… and I think for them it was quite hard."
Olivia Colman and Claire Foy have both also portrayed the Queen, taking on two seasons each before Imelda was cast for the final two seasons. The royal series returned to the streaming platform on December 14, jumping ahead to the turn of the millennium and picking up where part one left off – which depicted the death of Princess Diana (played by Elizabeth Dubicki) and her then-partner Dodi Fayed (played by Khalid Abdalla).
Part two focuses on Prince William's studies at St Andrews where he met his future wife, while the Queen is forced to consider the future of the monarchy as she begins to work on plans for her own funeral.
Queen Elizabeth II sadly passed away on Thursday September 8 2022, at the incredible age of 96, at her beloved Scottish home, Balmoral Castle. The official statement from Buckingham Palace said: "The Queen died peacefully at Balmoral this afternoon. The King and The Queen Consort will remain at Balmoral this evening and will return to London tomorrow."
After the monarch was placed under medical supervision on Thursday morning, her eldest two children, the now-King Charles and Princess Anne, who were already in Scotland, rushed to be with their mother at her bedside.
Prince Harry was photographed arriving separately, several hours later that evening.