Among the theatrical high points of last year, people rightly noted a Shakespearean stand-out or two here, a bracing new play from the Royal Court there. But not enough attention was paid to a bravura musical turn, lasting all of ten minutes, at the tenth anniversary gala performance of Chicago in December. For one performance, Ruthie Henshall returned to the role of Roxie Hart that she had first played on the West End a decade earlier. Seizing her solo moment, Henshall was more powerful, confident, even moving, than ever.

And so it’s no surprise a few months later to find an actress and singer who seems changed from the chipper, wide-eyed talent whom I last met seven years ago when she was preparing for Peggy Sue Got Married, the West End musical flop that introduced Henshall to the Canadian performer Tim Howar, now her husband.

“If you get the privilege of doing something again ten years on,” Henshall says, reflecting on her Chicago triumph, “the most telling thing is to realise where your life has gone and how much we change as people. Because my choices as an actress for Roxie were totally different. Ten years ago, it was much more about trying to find the laugh and have a bit of fun with it.” And this time? “I didn’t care whether I got laughs. I desperately needed to play the truth of it and to play the part of her that I don’t believe you can inhabit until you have lived a bit. I actually think Roxies need to be over 40.” Henshall is now 41 – and, as becomes clear, she has lived.

Henshall is not shy about discussing the events that have altered her life and, by extension, her art. All of this bodes well for her return to the West End this month in Marguerite, the new musical from the Les Misérables team plus Michel Legrand. It relocates the Camille story to Paris during the Second World War and the score includes a solo number for Henshall’s Marguerite, the mistress of a high-ranking Nazi officer, called How Did I Get to Where I Am?

Henshall has yet to perform that song in rehearsal without “becoming very emotional.” She may be a happily married mother of two, but has nonetheless known more than her share of grief.

“That song feeds all the pain that’s inside me,” says Henshall, chatting during a break at the show’s East London rehearsal space. She talks with the candour one might expect from someone who recently spent a year in therapy in Manhattan.

“There is definitely a lot of happiness and joy in my life,” she says, “but there has always been and will remain a part of me that has a sadness.” That, in turn, can be traced to several incidents of sexual abuse that Henshall suffered as a child at the hands of a family friend, an episode she didn’t voice to anyone until she was 31. The grief took a different course last August when her sister Noel, 49, committed suicide. In context, you can imagine what it meant to Henshall to revisit Chicago for that one night, singing Roxie’s defining line: “I’m older than I ever intended to be.”

Noel’s death, she says “has totally changed who I am and how I view life. I don’t think my life can ever be the same again; it was such a devastating experience. I’m very happy where I am and there is definitely an underlying sadness that I feel is lifting, but I think that a number of things happen when something tragic happens in your life and you watch it unfold.”

She offers up the specifics. “We got over [to her home in California] when Noel was in a coma, with all the tubes and dialysis and on life support, and then having to make the decision to take her off life support and watching her die . . .

“So to say that I have totally found my joy again, yes, I find enormous joy from being with my children, my husband, that family unit, and I laugh and laugh and laugh in rehearsals. But scratch me – and it all just comes up.” Not to mention the period of abuse, of which she now maintains: “You have to shut it off and pretend it didn’t happen, but it informs every part of who you are.”

Crises of this magnitude inevitably affect not just the individual but families. “I said to my mother and father after Noel died, ‘I’ve lost a sister and that’s devastating enough, but I cannot imagine now as a mother losing one of my children so I can’t even compare my grief’. ”

Interestingly, it was her sister Abigail who told their parents of the assaults that Henshall had suffered between the ages of 4 and 9. “I didn’t ask for help, and I didn’t want anybody knowing that I needed help: the hardest thing in my life has been to ask for help in all areas. And I never want to upset my parents; I never want my father to feel anything because he’s an amazing man, and there are these two big moments in his children’s life that he was powerless over – this one and the loss of Noel.”

Such topics are rather different from the stories that swirled around the Henshall of old, when she was playing Jemima in the West End in Cats and dating an employee of the production team by the name of Edward Windsor. Does she ever think that she could have been the one having a royal wedding? (She, in fact, attended the event with her subsequent boyfriend, the actor John Gordon Sinclair.) Henshall grins. “I can’t imagine what it would have taken for me to be a part of that family; I would have had to have behaved. There is no way I would have been as interesting or glamorous as Diana so it would have been a case of me falling out of nightclubs.”

What’s more, Henshall says: “I wouldn’t have been able to do what I do for a living – theatre – because think of what you’d need to have, eight shows a week: sniffer dogs in and people’s bags searched at every performance. I would have had to change a lot in my life – even though it was a wild time.”

Now, it’s a decidedly domestic time, with Henshall and Howar living in a house on the Essex-Suffolk border not far from her parents, who have been married for 55 years. She laughs as she recalls the enthusiasm with which she first went for Howar, four years her junior, who has been touring with his band, Vantramp, as a support act for the Sugababes. “I was on a mission when I met Tim. My ovaries were screaming. We were on a night out in Plymouth dancing away and I wasn’t even with him and I said, ‘You’re going to be the father of my children’; I couldn’t believe it.” Their daughters, Lily and Dolly, are now 5 and 3.

Marguerite, indeed, is the first original musical Henshall has done in London since Peggy Sue. There have been takeover stints on the West End and on tour in Fosse and The Woman in White, plus various jobs in New York, the city she views as her second home. She speaks as someone energised by the chance to create a role afresh. “I didn’t get into this business to step into somebody else’s shoes, and I had thought that unless something great comes along, I was going to think differently about my career: perhaps I would only do concerts.” The Marguerite offer came within six weeks.

Does this role make use of the gravitas Henshall can now embrace, that capacity always informed by her liquid soprano and sinuous dancing skills? “Big time. Her lover Armand says to her on stage, ‘Why are you so sad?’, and Marguerite says, ‘I’m not sad,’ and he says, ‘Even when I see you laugh you’re sad,’ so, yes, you know?” And as she bids me a warm goodbye to return to rehearsal, I feel as if, yes, I do know.

Marguerite opens May 20 2008 at the Theatre Royal, Haymarket, London SW1 ( www.trh.co.uk 0845 481 1870 )

Editor's choice

• U2 at Nou Camp Stadium, Barcelona
• The 50 Best Movie Villains
• The 15 golden rules of theatre etiquette