"The Crown" fans weren’t supposed to see this one.

Gillian Anderson, who stars as the late former British Prime Minister Margaret Thatcher in Netflix's "The Crown," appeared on "Late Night with Seth Meyers" to discuss the show as well as a funny dance video from the cast that was "never meant to see the light of day."

"Olivia [Colman] apparently does a dance class in the area that she lives with a bunch of friends, on a regular basis, and the last time she did the class, they had danced to that Lizzo song," Anderson stated on the show.

Gillian Anderson, who stars as the late Margaret Thatcher in Netflix's 'The Crown,' appeared on 'Late Night with Seth Meyers' to discuss the show as well as a funny dance video from the cast that was 'never meant to see the light of day.' (REUTERS/Mike Blake)

Anderson continued: "She asked if we would happen to be interested in maybe doing it, and she would video it. And then she would just share it only with her friends ― the other dancers. So it was never meant to see the light of day."

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"And yet, here we are," host Meyers laughingly pointed out.

The humorous video features the cast performing a choreographed dance to Lizzo’s 2016 hit single, "Good As Hell."

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While Meyers, 47, laid the praise on for the cast’s dancing, Anderson, 52, jokingly said the video was "so humiliating" and noted her face contained "such delight and shame all at once."

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"I would like to say both that I think you did a better job than Margaret Thatcher would have done, and also acknowledging that I think that’s a pretty low bar," Meyers humorously followed up.