Downton Abbey's good-as-gold Anna Bates would sooner push someone onto train tracks (ahem) than make a dirty comment in front of a member of royalty. The actress who plays her, Golden Globe nominee Joanne Froggatt, however, is a different story. During her appearance on Conan last night, the British actress let it slip that she accidentally made an off-color remark about Lady Mary's sex life during the Duchess of Cambridge's visit to the set of Downton Abbey last year. "You're just getting more and more nervous," Froggatt explained of having the Duchess watch her and Michelle Dockery film a scene. "We're doing this scene and she's very beautiful, lovely. She has this amazing aura when she walks in the room… Before we actually said hello, we had to act right in front of her." Afterwards, the royal formerly known as Kate Middleton commented that it felt odd being in Lady Mary's bedroom. "I said, ‘Yeah, not many people get to come in Lady Mary's bedroom,'" Froggatt quipped. "And then, I was like, ‘Oh, my god. What have I just said?' I've just said something that could be taken really the wrong way…and I thought, ‘Do I say? Do I draw attention to it?'" She let it slide, as did the Duchess. C'mon, Kate. Surely you've got a few cracks about "Turkish delight" up your sleeve? Watch Froggatt recount the embarrassing episode below.