The Exception debuted at the Toronto International Film Festival last September, and was shown at the Tribeca festival yesterday.
James has starred in Downton Abbey, War and Peace and the live-action version of Cinderella, but this role puts her in altogether new territory.
One scene sees her wearing nothing but a pedant as she gets intimate with her love interest, played by Jai Courtney.
The Exception is a gritty World War II drama, starring Courtney as German Nazi Captain Stefan Brandt.
He tries to figure out if the Dutch resistance has planted a spy to get to Kaiser Wilhelm of Holland, and falls for James’ character during the mission.
She plays a young Jewish Dutch woman called Mieke de Jong, with direction from David Leveaux.
Positive buzz has already been generated; with James referred to as “a true breakout” by Newport Beach Film Festival CEO Gregg Schwenk.
Eddie Marsan, Christopher Plummer, Janet McTeer and Ben Daniels also star.
James has a wealth of other credits on the horizon, including Darkest Hour, a war drama directed by Joe Wright, and an adaptation of The Guernsey Literary and Potato Peel Pie Society; made as a film under the name Guernsey.
The 28-year-old played Lady Rose MacClare for 21 episodes of Downton, but it’s not known how involved she is in long-rumoured plans for a film.
The Exception is due out on June 2 in the US.