And with Wednesday night's London premiere of The Young Victoria, starring Emily Blunt, she saw her dream come true.
The duchess – who co-produced the film – walked the purple carpet with her daughters, Princess Eugenie, 18, and college student Princess Beatrice, 20, who has a non-speaking role as one of Victoria's ladies-in-waiting.
Beatrice joked to reporters outside the cinema in London's West End, "If you blink you might miss me." She added that her "fantastic" day of filming was "so much fun," and that The Devil Wears Prada star Blunt made it "easy for me to relax."
Beatrice, whose date was long-standing boyfriend Dave Clark, is the first member of the British Royal Family to appear in a movie.
A Love StoryWhile most people think of Queen Victoria as a dour woman in mourning, The Young Victoria tells the story of her courtship and early married life with Prince Albert, a relationship Ferguson calls "a great love."
The duchess, 49, has written two books about the queen (she calls her a "total obsession") and has hoped to have a movie made about her for 15 years. "I loved the way she was," says Ferguson, who walked the red carpet in a Vivienne Westwood dress. (The princesses wore Alice Temperley gowns.) "She was strong, disciplined, steadfast, courageous."
Ferguson, who was married to Prince Andrew for 10 years, adds, "I stand on the pavements in London and look at the buses going by with [pictures of] Emily Blunt on them and I'm very proud."
Asked if she thinks daughter Beatrice will act again, Ferguson says, "I don't think so. She's more of a historian. She's studying history at college. Both of my girls are on the stage of life anyway."
The Young Victoria opens in the U.K. on Friday and there are plans to take it to the U.S.