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Michelle Dockery Reveals How Her Friendship With Pippa Middleton First Began Years Ago

When we weren't captivated by the tennis matches at this summer's Wimbledon tournament, we were busy trying to catch all the celebrities in attendance.

And out of all the familiar faces we spotted, one famous pair caught our attention a little more than the rest. We found ourselves asking: Why were Michelle Dockery and Pippa Middleton sitting by each other?

Turns out, the Downton Abbey star has enjoyed a long friendship with Kate Middleton's famous sister.

"She actually came on-set with her brother, James, a few years ago," Dockery told E! News at the Television Critics Association press tour in Pasadena, Calif."They are good fans of the show. I met her then and bumped into her at Wimbledon."

PHOTOS: See more stars who met up at Wimbledon

Michelle Dockery, Pippa Middleton Karwai Tang/WireImage

In addition to sharing similar tastes in TV, both ladies also clearly love an intense tennis match.

"It was amazing to be there at Wimbledon that day," Dockery gushed. "It was really special to be invited into the box where you were so close to the action."

Before you get too jealous of her amazing seats, the PBS star assures us that she really does love the game.

"It's amazing and I've been a big tennis fan for years," Dockery said. "It was wonderful."

PHOTOS: Check out more celebrity friendships you may not expect

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