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The Glasgow-born actor, who was shooting a dramatic evening scene, was pictured galloping down the foggy streets of Cardiff on a mechanical horse. Dressed in a floor-length white nightgown, Peter, 55, looked to be getting into character and loving the action.
The Twelfth Doctor delighted fans who had gathered in Cardiff Bay's Mount Stuart Square, signing autographs and posing for photos. Peter admitted to the gathering crowds that he was scared of the horse, as his stunt double was seen taking the reins.
"I'm afraid of that horse and the horse knows it," said Peter.
Last August, Peter was announced as the thirteenth actor to play Doctor Who after taking over from Matt Smith. A fan of the series since childhood, Peter said that being asked to play the Time Lord was "an amazing privilege."
"Like the Doctor himself I find myself in a state of utter terror and delight," he said.