The actress said she was “very happy” after picking up her damehood from the Prince of Wales on Thursday for services to drama.
Dame Vanessa told the PA news agency: “I was thrilled when I heard that the Prince of Wales was doing the investitures today.
“He gave me my British Academy Fellowship in Covent Garden Opera House in 2010.”
Dame Vanessa told of speaking to William about how she’s still working, telling him “we’re all in it together”.
She went on: “You don’t compare going for an investiture at Buckingham Palace with any other achievement, whatever it is.
“It is unique.”
She has also starred in Blow-Up, Howards End and The Devils.
Alongside her acting career, she has campaigned for a number of causes, joining protests in 2020 over plans to cut jobs following the fallout from the coronavirus pandemic.
It was announced she was being made a dame in the New Year Honours.
Former minister Dame Andrea Leadsom and deputy commissioner of the Metropolitan Police Dame Lynne Owens also picked up their honours.
Dame Andrea, who was recognised for political service, said the “amazing occasion” had been her “greatest honour”.
Also honoured was royal protection officer Sergeant Emma Probert, who has guarded the Princess of Wales, and royal household chef Mark Flanagan, who oversaw the dishes served at the Duke and Duchess of Sussex’s wedding reception, among other royal events
Sergeant Emma Probert was made a member of the Royal Victorian Order for services to royalty and specialist protection, while Mr Flanagan has been made a Lieutenant of the Royal Victorian Order for his role as assistant to the Master of the Household in catering and as a chef in the royal household.