Michelle Dockery is "absolutely obsessed" with 'The Real Housewives of Beverly Hills'

Elizabeth, 60 - who plays Cora Crawley, Countess of Grantham, in 'Downton' - said: "We're obsessed."

Michelle - who plays Lady Mary Crawley in 'Downton' - added: "Absolutely obsessed."

And Michelle admitted she was actually introduced to the series by Elizabeth and Laura Carmichael, who plays Edith Crawley.

The actress confessed to watching 'The Real Housewives' in-between filming new film 'Downton Abbey: A New Era'.

She told PEOPLE: "I wasn't into this show before Elizabeth and Laura were like, 'You need to get into this show'. So, I went straight in at season one during filming. If anyone wants to know what I was doing while we were doing the 'Downton Abbey 2' film, I was watching 'The Housewives of Beverly Hills'."

Michelle used to watch the show between takes and during meals.

She shared: "On my lunch break, I'd have my iPod on, and I would be catching up on episodes."

Michelle and Elizabeth became close friends when they shot the 'Downton'

TV series.

And Elizabeth has admitted to being a huge fan of her co-star.

She said: "My first scene with Michelle, I remember thinking, 'Oh my God, I've got to watch this girl because I have a lot to learn from her.' The way I cut my teeth in the business, it was a lot more coddling. There was a lot more rehearsal and discussion in theatre.

"I saw Michelle just do it and not make a thing of it and do it brilliantly. And I remember thinking, 'Oh my God, I have to pull my socks up here.'"