Notably, her starring recurring role in Netflix's epic Saxon saga didn't prevent the actor from landing supporting recurring roles in three other series. In 2020 alone, Millie Brady appeared in the BBC One miniseries "The Murders at White Hall" and "Roadkill," and starred opposite Anya Taylor-Joy in the Netflix phenom that was "The Queen's Gambit."
Brady stars as a mod and seductive French fashion model in two episodes of the 11-time Emmy award-winning series. Since the charismatic Cleo meets and becomes friends with Taylor-Joy's Beth Harmon in relatively short order, then coaxes her into a self-destructive binge and (potential) romantic encounter on the eve of her most important match to-date (that is, the one in Moscow), many fans have theorized that Brady's character worked for the KGB (via Reddit). Subsequently, though she appears in just two of the series' seven episodes, Brady's Cleo remains one of the most memorable elements of a show that, as its numerous awards suggest, boasts a litany of memorable elements.
In addition to the various smaller roles Brady has taken on, there's one more place "The Last Kingdom" fans might recognize her from. In 2016, the then-model and fledgling actress landed a brand campaign with Miu Miu, a high-end Italian fashion brand whose ads grace the pages of all the most prestigious fashion magazines. As far as we know, in this case, she was actually modeling, and not working undercover for the KGB to take down an American chess player.