He had turned up on the doorstep of Fonteyn, 20 years older and the star of the Royal Ballet, who had invited him to stay at her London home.
When they danced together, the electricity between them was palpable.
Without him, I might have just been in the dull performances. With him there was always an excitement that I could never resist.' However, the decision to pair up with him was not an easy one, she admitted to me.
She worried that it would be too much of a challenge.
She suddenly became coquettish and for a moment seemed like a lovestruck young girl. If I talk to him about anything, he says exactly what he feels.
I have to be careful what questions I ask, in case I can't handle the very honest and direct response I will get.
Petit said that despite the demure, regal image she displayed to the stagedoor fans, she was a woman who really needed to have sex.
There followed a liaison with the bisexual dancer Robert Helpmann and another lover, the film director Charles Hasse, who described her as 'insatiable'.
Nobody really knows what went on in their private life, but she was fully aware of Rudolf's obsession with sex; that he was gay with a penchant for good-looking, strong young males, and known to be promiscuous with difficulty in committing to anyone.
In Paris in 1948 she and young choreographer Roland Petit, four years her junior, had a brief affair, during which they swam naked across the Seine.
Petit introduced her to couturier Christian Dior, who would dress her for the rest of her life and persuaded her to have plastic surgery on her nose.
'He wanted to dance, and he knew he could only flower, develop, learn, and be appreciated, in the West.' It was clear that Dame Margot was in thrall to her partner. Who can say for sure - nothing she said to me made me think they were any more than two very highly charged and talented people making the most of their astonishing chemistry together.
It's something that is dwelt on at great length by a BBC4 drama next week, based on Meredith Daneman's biography of Fonteyn, with Anne-Marie Duff playing the title role and Dutch actor Michiel Huisman as Nureyev.