Sienna Miller doesn’t regret her romance with Jude Law - but wishes she had launched her Hollywood career before their relationship began. The Factory Girl star - who split up with the actor in 2005 after he admitted to having an affair with the family’s nanny - admits she still struggles to establish herself in the movie industry without the attachment of her ex-boyfriend’s name.

She says, “I fell in love with someone who was incredibly famous. That is what happened. I hate regrets. It was a beautiful time in my life. And that was the way it was meant to be. A certain part of me wishes that I maybe had a film out before that attention started because it has been a constant battle since. I met him during a film which I fought very hard for and it was a big achievement to get that role.”

“I’d done theater and been to drama school and suddenly it was just about what I wore and who I was with. It was never about my work and it’s still very hard for it to be about my work.”

The actress - who filmed ‘The Edge of Love’ with Sienna earlier this year - insists it was “amazing” to work with her fellow British star and she was “blown away” by her talent.

Keira, 22, said: “Working with Sienna was amazing. She was great. She came in at the last minute to replace Lindsay Lohan - literally in a week. She blew me away.

“I love her. She’s hilarious and a good actress. I didn’t really know Sienna before - we’d met a couple of times and chatted, but I loved working with her. She was a huge inspiration.”

Keira - who was just 16 when she shot to fame in ‘Bend It Like Beckham’ - also insists she doesn’t take her success for granted and has refused to let her superstar status go to her head.

She said: “The trouble is that fame goes up and down. If you’re aware of the fact that it might all end tomorrow, you don’t live like it’s not going to. A lot of people get that first burst of success and think, ‘Well, this is me forever’, which is fair enough. I don’t necessarily believe my way is the better way - it’s just how I choose to make it work.”

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Some people live and learn. Take Jude Law, for instance. He doesn’t regret cheating on Sienna Miller because it helped him to see the err of his ways.

He’s said, “There’s no regret. You can’t regret. I mean, I’ve felt regret but I’ve also refused to allow regret to sow a seed and live in me because I don’t believe it.”

Guys who are hot just think that they can do whatever they want. Okay, maybe Jude Law can.

Armed with matching his and hers luggage, Sienna Miller and Rhys Ifans looked all set for a romantic escape as they arrived at Heathrow airport yesterday.

The Welsh actor was dressed for comfort in black jeans and a zip-up jacket, while Sienna also kept it casual in jeans, ballet flats and aviator sunglasses.

It’s not the first time the pair - who have yet to publically confirm their relationship - have embarked on a holiday together.

They were first spotted soaking up the sun in Ibiza earlier this year, and later escaped to Dublin for a brief weekend which saw Rhys get a swallow tattoo to match Sienna’s.

The dishevelled looking pair appeared in need of some rest and relaxation after a rather hectic weekend.

They attended Davinia Taylor’s 30th birthday party at Shoreditch club The Colour Rooms along with Kate Moss, Naomi Campbell, Sadie Frost and Kelly Osbourne.

Sienna and Rhys embrace the fancy dress theme - she arrived in a blond wig and a tiger-print trilby, while Rhys looked as if he were a member of 80s super group Duran Duran, in a multi-zip black jacket and Simon le Bon style white sunglasses.

While they were dress for fun, the night turned ugly when Kate confronted nemesis Sienna, according to reports.

The supermodel, who is a long term friend of the Notting Hill star, was overheard warning the actress: “If you hurt Rhys, you’ll have an enemy for life.”

While a spokesperson has insisted there is no tension between the pair, an insider told The Sun: “Sienna was gobsmacked by what Kate said. She turned on her heel and took to the dance floor. She just couldn’t believe it.”

Meanwhile, Sienna has just signed up to star in a movie version of GI Joe, according to US publication Variety.

The actress will play a sexy femme fatale skilled in espionage.

Military action hero GI Joe started life as a Second World War comic strip and went on to become a popular series of toys in the US.

The film is set at the Brussels-based GIJOE - an acronym for the Global Integrated Joint Operating Entity - where a band of special operatives battle to defeat Cobra, an evil organisation headed by a Scottish arms dealer.

Sienna is the first star to sign on for the big-budget production.