In this Sept. 15, 2009 photo, Jonny Lee Miller, left, and Sienna Miller who make their Broadway debuts in 'After Miss Julie' pose at the American Airlines Theater, in New York.[Agencies]

NEW YORK – It certainly sounds juicy: A British starlet makes her Broadway debut opposite her ex-fiance's best friend in a play about a doomed love triangle. Making it even spicier? Her ex-fiance happens to be just two blocks away in his own play.

Too delicious, right? But Sienna Miller will have none of it. Yes, Jude Law is playing the lead in "Hamlet" at the same time that she's in "After Miss Julie" with Law's best friend, but so what?

She says there's no bad blood between her and the man with whom she was engaged until 2006 when he cheated on her during a fling with the nanny of his three children.

"People want to make a big thing that it's weird — it's not," the 27-year-old actress says. "For me, people would love to make a whole meal out of it, but I've seen 'Hamlet' twice now and there's no weirdness for me personally that he's there and I'm here."

The one who feels weird, it turns out, is another Miller, her co-star Jonny Lee Miller, 36, who's also making his Broadway debut. He's known Law since he was 14 when they dreamed of becoming actors.

"So both of us to be in dressing rooms two streets away from each other on Broadway is quite magical, really," he says. "It's completely bizarre. But wonderful."

With that bit of business out of the way, it's back to the drama at hand — "After Miss Julie," playwright Patrick Marber's reworking of August Strindberg's "Miss Julie."

In the three-person play, which has been updated from late-1800s Sweden to 1945 England, Sienna Miller plays the lusty daughter of a privileged family who falls for her father's chauffeur, a man planning to marry the family's housemaid. Forbidden desire mixes with class resentment to create a heady brew.

"It's emotionally challenging and emotionally draining and physically exhausting and all those things but yet, as soon as you finish, you never feel more alive or electrified," says Sienna Miller in a joint interview with her co-star before a recent preview performance.

Casting the actress, whose only real theater credit was playing Celia in a 2005 London production of "As You Like It," was a gamble, even though she's long been touted as an "It" girl.

Her romances usually overshadow an acting career that includes movie roles in "Factory Girl," "Alfie" with Law, "Stardust" and "Casanova," opposite Heath Ledger. Stepping onto a stage in New York offers a fresh direction but also a risk if she falls flat.

"Sienna would never say this about herself, but she's got huge pressure on her," says Jonny Lee Miller, best known in America for roles in "Trainspotting" and Woody Allen's "Melinda and Melinda," and for being the first ex-husband of Angelina Jolie.

"To be honest, I'm so focused on the task at hand," replies his co-star. "If I step back and step out of it and look at it: Yes, it's pressure. But that's what I thrive off — putting myself in intense situations and challenging myself. "

Todd Haimes, the artistic director of the Roundabout Theatre Company, says he invited Miller to do a read-through of the part a year ago and was impressed enough to wait until she was free.

"I always thought she would be a great stage actress," he says. "Sometimes when you hear movie actors in person, they can be smaller than life. But she wasn't — she was larger than life."

Sienna Miller was delighted when Jonny, a friend for years, was picked as her co-star. In fact, she texted him as soon as she heard the good news — jumping the gun a good half-hour before he got official word.

"It's not like me to put my foot in it in any way," she says, laughing.

Though they share both stormy fights and passionate embraces on stage, the two say knowing each other before previews began came in handy.

Both actors are bracing for opening night. Until the notices come in, though, the two are enjoying their maiden voyage on Broadway, even though they get their hearts broken on stage every night.

"No matter what happens, I'm never going to regret making this decision," Sienna Miller says. "To be here is a complete honor and a privilege."