The Bafta-winning star was named Dame Commander of the British Empire for services to drama.
Dame Julie, 67, has starred in Billy Elliot, Mamma Mia!, Calendar Girls and the Harry Potter films.
She described receiving the honour, almost 35 years after her breakout role in Educating Rita, as "fantastic", adding: "It's not really real."
Dame Julie, who said she "weeded the garden" in celebration at the news, said: "It was slightly nerve-wracking, 'when do I curtsey?' But everyone is the same.