The Academy Award-winning actress, 80, known for The Queen and Prime Suspect, was recognised on Friday for her services to drama, making it onto an exclusive list of only 65 people who hold the title at any one time.
In a video message shared on her Instagram account on Saturday, Dame Helen expressed her gratitude for the "incredible honour" and that she wished her parents could be here to see it.
She said: "I would like to communicate how incredibly proud I am of being offered to become a companion of honour to my country, Britain, the country that I love so much.
"I am the daughter of an immigrant. My father was given shelter by Britain when he escaped from the Russian revolution, so many years ago.
"My mum was a working-class girl from East London, my dad was an immigrant from Russia, so I'm a real mix, but I think of myself as utterly British to the core."
Born Ilynea Lydia Mironoff in Leigh-on-Sea, Essex, Dame Helen began her acting career with the National Youth Theatre, making an immediate impact playing Cleopatra in a 1965 production of Shakespeare's Antony and Cleopatra.
Soon after, she took on a number of classical parts with the Royal Shakespeare Company before starring in a string of films throughout the 80s, including The Long Good Friday, Excalibur and Peter Greenaway's The Cook, The Thief, His Wife And Her Lover.
She said: "I fell in love with Shakespeare at a very young age.
"I fell in love with the extraordinary history of the culture of drama in Britain, that amazingly long history, and I count myself very much a part of that tribe of rogues and vagabonds that historically the British acting community always was.
"We have such an incredible gift in our cultural jewel that is Shakespeare, and that was how I fell in love with drama, how I fell in love with acting."
The actress went on to offer advice for young people and encouraged them to be on time, warned not to be selfish or self-interested and to take "every opportunity you possibly can to reach out for what you love and then give it your all".
She continued: "This is an amazing moment for me. I have to say, absolutely extraordinary.
"I would never have believed this, you know, as a 13, 14, 15 year old, let alone a 25, 35, 45 year old, so as an 80 year old I'm absolutely thrilled. Thank you so much."
Dame Helen became a household name in the 1990s for her portrayal of tough-talking DCI Jane Tennison in Prime Suspect.
Over the course of her decades-long career, the actress has received four Academy Award nominations and won her first Oscar for best actress in 2007 for her regal role in The Queen, a film that follows Queen Elizabeth II in the aftermath of the death of Princess Diana.
That year, she also picked up a Golden Globe for the TV series Elizabeth I after receiving her first prize in 1997 for the TV film Losing Chase.
She is also known for starring in the 2003 US TV movie The Roman Spring Of Mrs Stone and Calendar Girls alongside Julie Walters and Celia Imrie.
The actress recently reunited with Imrie in the Richard Osman murder mystery film adaptation, The Thursday Murder Club, which also stars Pierce Brosnan.
Brosnan also plays Dame Helen's on-screen husband in Guy Ritchie's crime drama series Mobland.
Dame Helen married American producer-director Taylor Hackford in 1997 and was made a Dame of the British Empire in 2003 for her services to drama.
11°C