How We Met: Ruby Wax & Judith Owen

Ruby Wax 58

After studying psychology at university, Wax became known for her brash, unruly brand of humour as an actor, TV presenter and comedian. Her latest work is 'Losing It', a stand-up show focusing on her struggles with bipolar disorder. She lives in London with her husband and children

I'd been friends with Judith's husband, [the actor] Harry [Shearer], since the 1980s, and when he told me he'd married her [in 1993], I wasn't overly thrilled; I thought I'd have been a better catch. He must have brought her over to my house a number of times, but I blanked her.

Some years later, we were on a flight to New York, having both been at this glitzy party in Venice, and I was sat next to her. I'm terrified of flying, so I grabbed her hand as we were about to land and a conversation came out of that. She told me her mother killed herself and she had something wrong with her as well, so I told her I had something wrong with me; sharing a disorder is the ultimate bond.

After that our friendship was still connected to whenever Harry would come over to UK, as Judith would be there too, but my focus turned to her. She seemed to have so much more depth and her singing became magnificent to me. I'd make her sing "Smoke on the Water" over and over at parties, then she wrote a song for me. I'm famous for coming from a house of madness and the song was about somebody cutting through it all.

She gets the side of me that needs to break out of convention. We've formed this magnificent, ever-growing collection of people pictures, which makes me hysterical. Some years ago we started taking random shots of people and send them on to each other. Judith would take a picture of a fat woman peddling a bike whose seat you can't see, while I would take snaps of grotesque-looking people at Wal-Mart, then get in the picture with them by telling them they looked like my cousin. Judith and I would look at each other and say, "We're going to go to hell."

For 10 years I've tried to write serious comedy about my experiences with depression. Losing It took a long time to figure out, but I knew Judith's music would have the perfect tone – there's a darkness there. It's been cathartic for the both of us. I feel like there's a blood connection between us now – no one loves me as much as she does.

Judith Owen 43

A critically acclaimed Welsh singer-songwriter, Owen's soulful six-album body of work has led to her being described as a hip Norah Jones. She lives in London and LA with her husband, the 'Spinal Tap' and 'Simpsons' star Harry Shearer

My husband and Ruby had been friends since the early 1980s, and we'd go to her house for dinner parties. I was terribly intimidated, as she was the life and soul, though it makes me chuckle in hindsight, as we were both pretending. I doubt I spoke more than two words to her; I was too busy trying to mask the fact that I was very depressed at the time.

It all changed when we flew home from a party together. It was a hideous landing and as Ruby was a nervous flier she clutched my arm, screaming and crying. I was also scared but didn't want to admit to her I thought I was going to die. When we landed, she said, "You're so great for doing that." I replied, "Anyone would have," and she was, like, "Not just that, but being so cool about the fact Harry and I were once sexually and romantically involved." It was the funniest moment as I'd never had a clue; my husband had been too scared to tell me. It was the true start of our relationship. She said, "Tell me something about yourself." And as I'd been so terrified by the flight, everything poured out of me and I told her how I'd been struggling with depression. She recognised I was in a really bad place and just said, "You know what, me too." I realised then that, with Ruby, I didn't have to pretend any more.

Two years ago, sat in her kitchen, I was telling her how my shows were becoming more overtly about my illness. I said I wanted to go to hospitals and play there and Ruby told me how she'd had a show in mind for the past 10 years about her struggles with her breakdown, and we both thought, what if we could combine a comedy with music and something incredibly serious – mental illness.

She called her friend at the Priory and said "book us for a show" – eight months since she'd last been in there. We have struggled with clinical depression our whole lives, but when you see how bad it can get with other people, it quiets you inside. Now we're performing to the general public, too, and we've found an awful lot to laugh about while touring. Ruby almost set one theatre on fire after leaving her coat over a hot lamp; that had us in stitches. The next day, the hotel we'd been staying at burnt to the ground. I don't know many people who would find that as funny as Ruby and I did.

'Losing It' is at the Menier Chocolate Factory, London SE1 (020 7907 7060, menierchocolatefactory.com), from 15 February to 19 March