Lily James Appears on The Tonight Show Following Outing with Dominic West

Lily James has made her first TV appearance since being spotted with Dominic West in Rome.

On Wednesday, the 31-year-old actress appeared on The Tonight Show Starring Jimmy Fallon to promote her new Netflix thriller, Rebecca. The television interview came days after James canceled an appearance she was set to make on the Today show Monday morning, according to Page Six. (A spokesperson for NBC News did not respond to PEOPLE's request for comment.)

During the appearance, James discussed rumors of a Mamma Mia 3 film with host Fallon. The star played a young Donna in 2018's sequel Mamma Mia! Here We Go Again.

"Yeah — I wanna do four, five, six, seven, eight, nine, 10, I'm down. Signed, sealed, delivered, I'm there," she said about participating in potential further installments in the musical franchise.

Later referring to her new psychological thriller — which costars Armie Hammer and Kristin Scott Thomas — Fallon, 46, asked James if she's ever had run-ins with ghosts.

"My whole life I've had these reoccurring nightmares where a dark figure walks towards me and like leans over me," she said. "I wake up screaming. And it goes into my consciousness, and whoever I've been with will be like, 'It's okay, Lily, it's okay.'"

RELATED: Dominic West Returned to London with Lily James Before Making Public Statement with Wife

Karwai Tang/WireImage; Arnold Jerocki/Getty Lily James and Dominic West

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On Oct. 11, James was spotted with West, 50, as they were seen looking cozy in Rome, riding a scooter together and enjoying lunch al fresco. At one point, West appeared to nuzzle James' neck.

In new photos shared earlier this week, the two — who are currently filming a BBC adaptation of Nancy Mitford's classic novel The Pursuit of Love — were spotted at the airport in Rome together on Oct. 12, just one day before West and his wife Catherine FitzGerald publicly addressed the reports about his excursion with James.

On Oct. 13, West and FitzGerald, 49, kissed and posed for photographs outside of their home in London with a sheet of paper that read: "Our marriage is strong and we're very much still together. Thank you. Catherine and Dominic."

Reps for West and James have not responded to PEOPLE's requests for comment.

RELATED VIDEO: Dominic West Kisses Wife, Declares Their Marriage Is 'Strong' After Being Seen with Lily James

Dominic West Kisses Wife, Declares Their Marriage Is 'Strong' After Being Seen with Lily James

The Affair actor and his wife Catherine FitzGerald addressed reporters outside of their home in London on Tuesday

RELATED: Lily James Says She Would Tell Her Younger Self to Not Be ‘Obsessed with Boys’

West married FitzGerald, a landscape designer, in 2010. They share four kids, and West has another child from a previous relationship.

Of West and James, a source told PEOPLE last week, "They worked together in the past but seem to have connected in a special way since they started filming in England over the summer."

The actor is perhaps best known for playing Detective McNulty on HBO's The Wire. He also played Noah Solloway on The Affair, which ran for five seasons on Showtime from 2014 to 2019. James has captured hearts as Cinderella in Disney's 2015 live-action film and played Downton Abbey's Lady Rose from 2012 to 2015.

Rebecca is now available to stream on Netflix