It was 20 years ago and she'd been told to head to Bristol for a workshop ahead of shooting the army drama All Quiet On The Preston Front.
She imagined a cosy hotel and perhaps a drink or two with the squaddies, so had the shock of her life when a four-tonne truck arrived to whisk her off to army barracks.
"I was asked to get into uniform and later walked into this room to see Stephen all dressed up and looking as terrified and shocked as I was," recalls the 43-year-old. That was just for starters. The pair, along with fellow cast members, spent the next few days "running around the countryside at 6am with our backpacks on, learning how to dismantle guns.
"We all shared a big dorm and had to sleep on the floor in our sleeping bags, with our guns. That's how well I know Stephen," laughs Catz.
The pair kept in touch, working together on In Denial Of Murder in 2004 and then reuniting on the second series of police drama DCI Banks, based on the novels by Peter Robinson.
In the new six-part series, Tompkinson reprises the title role, while Catz resumes her part as the disarmingly blunt DI Helen Morton.
"She's pretty fierce and uncompromising, and definitely has some level of difficulty communicating with other people," says Catz, sitting across a table in her character's no-nonsense grey suit. It's all very reminiscent of a police interrogation, although much friendlier.
Catz, who was born in Manchester, admits she was surprised to be asked back. The character had been introduced to cover DS Annie Cabbot's maternity leave [the actress Andrea Lowe was pregnant in real life] and now remains part of the team despite Annie's return.
"It was a big surprise to come back, because Helen wasn't supposed to be staying," says the softly spoken Catz. "Helen isn't a character in Peter's books so they've had to rethink some of the storylines they wanted to do for this series to feature her in them."
She thinks the new dynamic works brilliantly though: "Helen and Annie aren't rivals professionally, but they approach things very differently."
Of course, Helen has an opinion on the romantic spark that continues to exist between Banks and Annie.
"Helen's observing [them] and is quite disapproving. Well, she's very judgmental," admits Catz. "There are some good moments and we're having a lot of fun with that."
It's light relief in what has proven to be a challenging shoot, not least the subject matter of the first of the three stories, Wednesday's Child, which revolves around child abduction.
"It's a really sad story. This child disappears and we look into all his family members and this distraught mother starts to tell fibs that really distort the investigation," reveals Catz, who has two children, Sonny, 12 and Honour, 7, with Michael Higgs, who she met on The Bill.
"There were some scenes Annie had to do that were really hard to film."
Does she think they're tougher to shoot when you're a parent?
"It's awful whether you're a parent or not."
The second story, Piece Of My Heart, sees Banks connect the body of a journalist in a remote village, to a death that happened back in the Eighties, while the final two episodes, entitled Bad Boy, follow a terrible chain of events set in motion by the discovery of a loaded gun in a girl's bedroom.
"The subject matter is really serious but you're focused in a way [the police] would be focused, so you have an emotional detachment," says Catz.
"It's quite heavy-going though."
It's a world away from Doc Martin, the Cornwall-set comedy in which Catz stars as Louisa, the on-off love interest of Martin Clunes's grumpy doctor. She had five days off after hanging up Louisa's floaty dresses before heading to Leeds to start shooting DCI Banks.
"It was tricky because they were back-to-back. I did get on the train and think, 'How does Helen work?' But there's a fantastic team of people here," says Catz, who enjoyed shopping for Helen's wardrobe. "It was a nice way in, thinking about what she was going to wear."