- Her role in Casanova (2005) was originally written to be much smaller. But Natalie so impressed Director Lasse Hallström, he expanded her part, and also injected more humor into the role once he realized how well Natalie handled comedy.
- Has run the London Marathon twice in sub-4 hours (April 22, 2014 & 24 April 2016).
- Was in a relationship with Irish writer-director Anthony Byrne from 2007 to 2018; they got engaged from 2011 to 2018. She met Byrne during her 2-year stint on location in Dublin for The Tudors (2007). He directed her in the Hozier music video "Someone New" (2014).
- Despite rumours that Dormer is related to historical lady-in-waiting Jane Dormer, who served Queen Mary I, they have no familial connection. On this subject, Dormer stated, "It's one of these fabricated Wikipedia facts that is completely false. I don't know my heritage at all; I've never traced it! There was a woman, called Jane Dormer, in the Royal Court who happened to have the same family name as me, but I think that's as far as it goes.".
- Trained at the Webber Douglas Academy in London whose alumni include Rupert Friend, Matthew Goode, Hugh Bonneville, Elizabeth Knowelden and Minnie Driver.
- Has played the mothers of both of England's "Queen Elizabeths". She portrayed "Anne Boleyn" in Showtime's series, The Tudors (2007), opposite Jonathan Rhys Meyers, and was later cast as the "Queen Mother" by Madonna in her film, W.E. (2011), which was based on the romance between Duke of Windsor and his twice-divorced American mistress/wife, Duchess of Windsor.
- Has one child: a daughter (b. 2021) with partner David Oakes.
- She had a minor supporting role in the 2011 film, Captain America: The First Avenger (2011), with Chris Evans.
- She has been in a relationship with David Oakes since 2018.
- Both she and David Oaks the father of her daughter were in shows with connections to the Tudors. She played Anne Boleyn in The Tudors and David Oaks played Prince George, Duke of Clarence who was the great uncle of Henry VIII in The White Queen.
- Is an avid poker player and participated in the 2008 Party Poker's Women's Poker Open.
- Attended drama school in the UK with actor Tom Mison.
- She played Irene Adler/Jamie Moriarty on Elementary (2012).
- Her names originates from the Late Latin name Natalia. It is derived from the Latin phrases natale domini, "birth of Lord", or dies natalis, "Birthday".
- She has a brother, Mark, and a sister, Samantha.
- Attended Reading Blue Coat School in Sonning-On-Thames until June 2000.
- Of the Dormer Coat of Arms.
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