CHARLOTTE Rampling was dressed in raincoat and fishnets, as was her elder sister, Sarah. They wore berets. They sang their version of C’est Magnifique. “It was so French ...”

Afterwards people in the parish hall came up to Rampling. “They seemed surprised: ‘Charlotte, we didn’t know you had it in you!’ I started to see. To understand a certain way of looking at people that wins them over. Holds them, challenges them. The look that disappears when you leave the stage,” she writes in Who I Am, the closest the iconic star of more than 100 films will ever get to an autobiography.

At 106 pages, the book is as slender, elegant and audacious as Rampling herself, who today is dressed in navy-blue-and-white pinstriped vintage Yohji Yamamoto – “a genius,” we both agree.

She was 14 when she first performed in that parish hall in at Stanmore, Middlesex and has “never forgotten that unsettling, thrilling feeling”. And so the disconcerting Rampling “look” was born – that provocative, icy-grey, hooded gaze that became the epitome of cool in the Swinging 1960s and which the stylish 71-year-old has down to a fine art nowadays. It’s a look she’s gone on perfecting but it didn’t always vanish when she left the stage or a film set.

Indeed, she says, when we meet over coffee in London, which she is visiting briefly from her home in Paris, putting on “the look” was second nature to her when she became internationally famous, one of cinema’s greatest beauties, described by Harper’s Bazaar 50 years ago as “New British Beauty – a golden-brown girl, dashingly freckled."

“I looked fine on the outside; I had ‘the look‘ in every sense but I was dying inside,” she confesses as we talk, referring to “the dark, dark wrenching depression” that engulfed her in the wake of Sarah’s sudden death. Who I Am is Rampling’s “poem” for her sister, who died suddenly in Argentina in 1967, shortly after giving birth prematurely to her son Carlos Jr.

At the time, she believed that Sarah, always fragile though three years her senior, had died of a brain haemorrhage. Three years later, her father, Godfrey, an Olympic gold medallist and an army officer, told her the truth – that Sarah had taken her own life; he asked her not to tell her mother, Isabel, because it would kill her. And she never did. Shortly after Sarah died, their glamorous, enchanting mother – “she was a princess in almond green tulle and taffeta, a beautiful butterfly, who could have stepped out of the pages of The Great Gatsby” – suffered a stroke and lost the power of speech.

After Sarah died, Rampling could not go on with her “frivolous lifestyle”, making light-hearted films, such as Georgy Girl (1966), the movie in which she made her name, based on the late Margaret Forster’s 1965 novel. Work, though, became a form of therapy because she wanted to dig deeper – and that is still the case following the death from cancer in August, 2015, of her companion of 18 years, Jean-Noël Tassez, a business consultant.

We meet on the eve of the release of Rampling's latest film, A Sense Of An Ending, based on Julian Barnes’s novel, in which she stars with Jim Broadbent and Harriet Walter.

“I need to work; I have to work,” she insists, adding that she knows her fears will crawl back if she doesn’t watch out. “I must keep facing them. Without the work I really would be scared to know what would happen to me. Also, I am having to get used to living on my own since Jean-Noël died. I have never lived alone. But I’m OK with my own company. I like being alone; I’m an independent woman. But I do not like living alone at all. I do not like the silence – I have radios on in every room. Music can soothe but I miss a loving companion by my side.” She believes in “invisible forces”, that angels were holding her after Tassez's death.

"When a loved one dies, they stay with you for quite a long time. I felt Jean-Noël was with me for several months after his death. I knew when to let him go. You know, you must let the dead go eventually to where they have to go to. You must consider that other world – whatever that great mystery is.”

She has not written about any of this in her book. A celebrity memoir Who I Am is not. We talk about the fact that the – mainly male – reviewers have sulked in print because of the lack of kiss-and-tell. Why they should do so is a puzzle since the private life of the Oscar-nominated star of arthouse movies such as The Damned and The Night Porter, as well as recent TV series Broadchurch, London Spy and Dexter, has been much written about, despite her enigmatic persona.

These are the facts: with her first husband, Bryan Southcombe, she has a son, Barnaby (44). In the mid-1980s she left Southcombe and married French composer Jean-Michel Jarre, with whom she has another son, David (39). She has four grandchildren. “The things they know, the things they do!” she exclaims. “It’s a different world for them.”

“Anyway,” she sighs, “clearly these reviewers have been asking, ‘Why isn’t there a story?’ There is, of course, but I would never have had the confidence to write this book on my own, so I collaborated with Christophe Bataille, who wrote me a strange little note, saying he thought I had something in me. We met, we became friends. Honestly, I would never have done it myself. Writing is so deeply personal. It’s a real investigation into yourself and others, the world of thought and language. It’s a whole other thing but Christophe just knew there was something in there, inside me,” she says.

It’s a tribute to Bataille that he battled on because, as he writes, he had been warned she would be “Difficult. Dangerous. Bristling with lawyers.” (She pulled an official biography to be written by a high-profile, American woman journalist, after reading the first few chapters, despite the fact that it was rumoured to have been sold in advance to a French publisher “for a fortune”.)

Who I Am, a profound investigation into love, loss and memory, reminds me of her recent screen work, such as 45 Years, the moving film about a marriage in crisis, which she made with Tom Courtenay, and for which she won a Best Actress Oscar nomination last year. “Yes, that is true. My book is about all those things, but it didn’t set out to be so. All I wanted was to do something that had no contracts, no money, no expectations. Then I went into my world and I surprised myself. I kept stopping it and stopping it. I was so reticent, not ready to do something [on the page] that I do in film.

“You know, I am just so uninterested in myself. I am interested in how I feel and think, but the doing of my life doesn’t interest me. I have made films, some good, some bad, some I love. That’s my work. But anecdotes do not interest me. Empty words! I needed, if I was going to write a book, to excavate the innermost feelings I have, mostly unconscious, to bring them up and really examine them. And that is when it started to be about Sarah and our childhood, which is when the most interesting things often happen to us in our lives anyway.”

There were many secrets in the Rampling family. “For the Ramplings," she writes, "the heart is a safe ... We only know how to keep silent.” She has revealed family secrets in Who I Am. Why?

“I can’t not go places, so I couldn’t not go there ... into Sarah’s death, for instance,” she replies. “I couldn’t avoid that but the book never set out to be this ‘poem’ to my sister. I could not cop out, however, I could not sell my soul to the devil. When the book was finished I felt happier, lighter, having written about Sarah.”

Rampling was into her 40s when she was crippled by depression. “I had to stop work. I had no understanding what was happening to me. I slowed right down, I wasn’t functioning any more. I needed to reconstruct, regrow, rebuild myself. It took work. But after a tragic event you get on with life, although the damage is done inside. I have always lived on the razor-edge of extremities anyway, trying hard not to hurt myself and not to hurt others.

“I went back to work in my 50s. I was showing my age, the face I’ve earned. You grow with your face – I mean we have to look at it every f***ing day of our lives so you just find the one mirror that makes you look a little better,” she says, with one of her incomprehensible smiles.

She’s enjoying growing old, although we joke about there being no alternative. “I like it! When I was in a state of heightened anxiety, panic and dread, filled with fears, after Sarah had gone, I decided to give the impression that I was surviving, despite the fact that I was literally dying inside. It meant I was not destroyed. So, no, age can not wither me – as you put it. It’s a good feeling being in your 70s. You just never know what is around the corner.”

As for her looks – she’s still palely beautiful – if Hollywood had wanted her to have work done, she would have refused. She has a theatre piece she performs with a cellist using Sylvia Plath’s poetry (“she is unbridled, she has the edge I need”) and has just finished filming a big Hollywood movie, Red Sparrows, opposite Jennifer Lawrence. Rampling plays the matron of a Russian spy school. She would have made an excellent spy since she is forever being described as enigmatic, elusive, mysterious ...

“You’re so right!” she exclaims. “I’d have been a good Mata Hari. I’m basically an infiltrator. I don’t like necessarily to be seen and in this business you have to be seen, looked at, desired. When you are young, it drains you, this fantasising around you, the myths that are created about you. It still exhausts me because my inherent nature does not like that at all. I love being as anonymous as anybody, being amongst people, having lunch or a coffee on my own, listening to conversations.

“My invisible journey is far more important than my visible journey.”

Who I Am, by Charlotte Rampling with Christophe Bataille (Icon Books, £12.99).