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My favourite accessory is a pair of long purple leather gloves. They are about five years old and are in a very distressed condition now; they are literally falling apart. I wear them with an extra pair of silk gloves and often with hand warmers – I get very cold hands.

The gloves were a gift from my husband and are from a shop called Joy. They are special because they are, firstly, a lovely gift – I like the colour – but also because they are long. I have many pairs of long gloves because my wrists get cold as I also like coats with short sleeves – what Jackie O would have called bracelet-length sleeves. They have appeared in numerous television programmes. Many people have written to me asking, ‘Where did you get those purple gloves?’ They have their own fan club. But they are now so distressed that I’m not allowed to wear them on television any more.

I’ve always being interested in clothes – and I’m also the curator of a significant dress collection with 12,000 objects in it – the Royal Ceremonial Dress Collection at Kensington Palace. I’m particularly interested in clothes as a way in to the history of gender, society, health, hygiene, the body …they are a magic portal to the past.

My favourite item from the ceremonial collection is an amazing silver dress called Lady Rockingham’s mantua from the late 18th century. This is a dress like they wear in Les Liaisons Dangereuses, one that goes out incredibly far to the side; hugely panniered with whalebone hoops. This particular one is made of silver thread so that, when it was seen by candlelight, the whole thing would shimmer. These dresses are very wide but they are not very deep and you can only take very tiny steps wearing them. There are contemporary descriptions of the ladies of the court gliding about as if they were on casters because they couldn’t walk properly. These women appeared like creatures from another world – and that was the point. If you were rich and elegant and at court you wanted to look like a strange creature; someone dressed in shinning silver, completely impractical but incredibly elegant.

I like to wear clothes that have some kind of relationship with the past. I like anything I can imagine Wallis Simpson or Nancy Mitford wearing. Those are my two style icons. It has always been the 1930 and 1940s that have interested me. I’ve always been like that – the idea that I might have gone through a punk phase slightly distresses me. My mum dug out a picture the other day of me aged 18 wearing a very boxy 1960s coat that I’d got at Oxfam. She pointed out that it was exactly like a coat I was wearing now. My mother always thought it was very funny that I wanted to wear the kind of clothes that she had worn in her youth.

My mother knows a lot about clothes because she grew up in the family drapers shop in Birmingham. She taught me to knit and sew and that kind of thing. I’ve made several successful flapper dresses – that’s always been my party wear of choice. I can throw together a flapper look at 10 minutes’ notice. I have a cigarette holder, many a feather boa at hand and all the diamanté you’d ever need.

I don’t wear a lot of actual vintage clothes as I don’t have much time to go round the shops looking for them. I do a lot of my shopping online – it is very rare that I go to an actual shop. I’m at home looking at things online, trying them on – and sending them back. That’s how online shopping and I get along. I’m single-handedly destroying the high street and I apologise for that.

I tend to buy clothes especially for filming; I enjoy putting together the clothes that I’m going to wear for a particular series. They do get a lot of abuse though; they get packed and unpacked, taken on trains and changed in and out of so the continuity is right for the different parts of the story. I have to try not to spill stuff on them, too, but they are always going to the dry cleaners. By the end of filming a series, they are not in good shape but I still wear them back in real life. I’ve just finished a series on the history of murder and I was dressed throughout as a murderess in black and red with very red lipstick. In fact, I’m wearing one of my “murderess” outfits today.

Lucy Worsley’s ‘A Very British Murder’ (BBC Books £20) is out now

As told to David Hayes

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