Joanna Lumley said she once applied for an Indian passport because she was appalled by Britain's treatment of Commonwealth immigrants.
The Absolutely Fabulous actress, 74, was born in India and moved to England as a child. Her father was a major in the Gurkha Rifles.
Lumley criticised the Government's handling of the 2018 Windrush scandal, when it emerged British citizens, mostly from the Caribbean, were wrongly detained, deported or threatened with deportation despite having the right to live in Britain.
Lumley told the Radio Times: "Of course I was aware of the Windrush story, only as an observer.
"What really resonated with me in the corridor of photographs was just how high the hopes were of people coming here, longing for a welcome that they never got. It hurt them like a burning iron. How appalling."
Lumley revealed it was not the first time she had been "affronted" by the Government's behaviour.
She said: "Back in the 60s, I applied for an Indian passport. I was affronted by the way people were treated."
For her new series, Home Sweet Home – Travels In My Own Land, Lumley will be visiting places across the UK.
The actress voted remain in the 2016 Brexit referendum and said "nothing's changed" in the UK's relationship with the EU.
"All these rules for our country are only 40 years old," she said. "The people on the continent will miss us and we'll miss them. They adore us going over there and they love to come here.
"They love Savile Row, the theatre. We love the cheese, the wine, the arts, the music. Nothing's changed."
Read the full interview in the Radio Times.