Asked if Prince Harry took the mix-up well, the 25-year-old actress told The Sun on Sunday newspaper: "Nope."
Meanwhile, Margot also admitted she relished making her new movie The Legend of Tarzan because, for once, the focus was on her male co-star, Alexander Skarsgard, rather than herself.
She joked: "I drank so much beer. I was revelling in the fact I could eat whatever I wanted and he couldn't. When I first saw Alex's body my jaw was on the floor with everyone else. He worked so hard."
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This comes shortly after Alexander revealed he was injured by his co-star while filming a sex scene for The Legend of Tarzan.
The hunky 39-year-old actor said: "Even though I'm fighting apes, the only injury I got was from a sex scene with Margot - she hit me!
"Our director David Yates wanted our sex scene to be really animalistic, so he was behind the camera saying things like, 'Hit him harder! Come on!'
"He kind of egged us on and wanted to feel very primal, so she beat me up!"
-Bang! Showbiz