- Was engaged to Irish PR director John Dineen on Valentine's Day in February 2015, but he died from cancer 13 December 2015 just two days before Michelle's 34th birthday. The couple had been introduced by Irish actor Allen Leech. In the TV series episode Beautiful Things Deserve Beautiful Things (2016) featuring Dockery, Dineen is accorded an "In Loving Memory" dedication in the closing credits. At the funeral in County Cork, Ireland (16 Dec. 2015), Michelle performed her late fiancé's favorite song "The Folks Who Live On the Hill.".
- Aside from acting, Dockery is also an accomplished jazz singer. She has sung several times at famous London jazz club Ronnie Scotts', as well as making appearances at several festivals. Sometimes she collaborates with Downton Abbey (2010) co-star Elizabeth McGovern and her band Sadie & The Hot Heads.
- First realized that Downton Abbey (2010) was a transatlantic hit TV series when she was recognized in Manhattan at a Greenwich Village café.
- In addition to acting, she is also proficient in dancing and playing the guitar.
- Close friend of Downton Abbey (2010) co-star Laura Carmichael.
- Carries around a gray Sylvanian rabbit named 'Little Lady Mary' based on the fan created YouTube video series, Dollshouse Downton. In it Dockery's character, Lady Mary Crawley, is played by such a gray Sylvanian rabbit.
- Counts My So-Called Life (1994) and Mad Men (2007) among her favorite TV shows. Most personally identifies with Julia Louis-Dreyfus's character Elaine from Seinfeld (1989).
- Won the Gold Medal for Drama at the world-renowned Guildhall School of Music and Drama, the most prestigious award given by the school.
- Active with several charities over the years. Patron of Changing Faces, the facial disfigurement charity.
- Aspinal of London created a new line of totes/handbags in her name: "The Dockery Collection" for both men and women. The esteemed Aspinal brand has been a personal royalty favorite of Catherine Princess of Wales and her sister Pippa Middleton. (2016)
- Before drama school, admits to having lost out on roles when she was younger due to her Essex accent.
- Daughter of Michael and Lorraine (Witton) Dockery. Her father is Irish and her mother is English.
- Michelle's good friend Sarah Solemani spoofs her Downton Abbey (2010) Lady Mary character in Comic Relief: Uptown Downstairs Abbey (2011).
- Father Michael was born in Athlone, County Westmeath, Ireland, into a family of 9 siblings.
- She and boyfriend of three years, Jasper Waller-Bridge, were engaged January 2022. Jasper is the younger brother of writer and actress Phoebe Waller-Bridge.
- Enjoys Breaking Bad (2008) and Game of Thrones (2011).
- Is a big fan of American jazz singer-pianist Melody Gardot.
- Graduated from Guildhall School of Music & Drama (London) in 2004.
- Apprenticed at London's National Theatre.
- Younger sister of Louise Sarah (b. 1976) and Joanne Michelle Dockery (b. 1978).
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