THERE’S a doggie spa and a pooch bakery in Telluride, Colorado. The former offers custom-made towelling robes and a grooming package (from $210, or £157) for four-legged guests; while the latter sells icing-topped cookies baked specially for the canine market. Visitors can also savour another unusual experience in Telluride: iceskating with Zimmer frames – a unique approach that is perfect for the elderly and skating virgins.

It doesn’t stop there. How about dining in the village on elk, venison, bison or buffalo?

Drinking in a Victorian pub that comes straight out of a cowboy movie? Shopping for antiques, cashmere throws and snowboards?

Or attending a jazz festival where every dog wears a bandanna?

It’s all possible in Telluride, in the middle of the majestic 14,000ft peaks of the San Juan Mountains. Located on the far western slopes of the Colorado Rockies, it can be difficult to get there – my banker husband, Robert Stein, and I fly from London to Denver first – because Telluride is the highest and most dangerous airport in America. This is fantastic, because it keeps the riffraff away. But in winter, we don’t risk the hazardous conditions and fly to Montrose instead.

Yes, Telluride is exclusive. Tom Cruise, Oprah Winfrey and Sylvester Stallone have homes here. They are drawn to Telluride Mountain Village, where the big wealth and our property, Bobcat Lodge, is. Houses on sale there range from $8.95 million (£6.4 million) to $14.5 million (£10.35 million). It’s just a scenic gondola ride from the historic town of Telluride, with its charming Victorian cottages and Old West atmosphere.

Our property is a traditional log cabin – 7,000sq ft and five bedrooms – with Ralph Lauren furnishings and antiques. Think rich chocolate Chesterfield sofas, paisley cushions and log fires. The bedrooms boast king-size beds – from a leather one to a four-poster – and the bathrooms have sunken baths. It also has a media room with a 16sq ft plasma screen, underfloor heating and broadband connections. We let it for $2,000 (about £1,430) a night.

One night I took eight friends on skidoos (ski motorbikes) to dine at 11,300ft at Alta Lakes Observatory. It’s a beautiful mountain lodge 13 miles from Telluride that, in winter, can only be accessed on cross-country skis, snow shoes or a snowmobile. Wearing headlamps, we spent a fun hour getting there through the forest and were rewarded with a delicious dinner, charades and a return trip on a Snowcat.

I love skiing and luckily the lodge is right on the slopes. Telluride has some of the most difficult skiing in America – it’s where the US team do their training – and the United States’ best iceclimbing park, in Ouray.

In the summer we ride, fish, river raft, go rock climbing, mountain biking, running, play golf and climb mountains. One week we did four 14,000ft climbs – leaving at 2am and climbing for 12 hours. You can’t beat sitting under the stars afterwards, roasting marshmallows, putting them in a cracker and dipping it in chocolate. Just grab a tent, rucksack, sleeping bag, sandwiches and crampons and go.

If the exertions get too much, you can always relax alongside the rich and famous in one of the world’s best spas: Wyndham Peaks Resort & Golden Door Spa in Telluride. Once I saw Jerry Seinfeld there – he kept winking at me!

It’s very upmarket and serene, with huge towels and everyone whispering. Its treatments use fresh natural ingredients found only in Rocky Mountain country.

Is there anything wrong with Telluride? Yes, people who aren’t used to high altitudes will initially get headaches and experience breathlessness. Just drink lots of water and stay still – but not for too long as there are 355 days of sunshine a year to enjoy. We have a house in Belgravia, a castle in Scotland and a villa in Phuket, but if I could change the world to be like Telluride, I would.

To rent Bobcat Lodge, contact Katharine Pooley at 19 Wilton Row, London, SW1X 7NS (852 9430 2000; email: pooleyk@netvigator.com).

Katharine Pooley was talking to Caroline Phillips

INSIDER KNOWLEDGE

BUYING Get comfortable: the following properties in Telluride Mountain Village are similar to Bobcat Lodge: the ski-in, ski-out Sundance Lookout has seven bedrooms, a lift, and even its own bowling alley for $14,499,000 (£10.35 million). Aspene Pointe has five bedrooms and direct ski access for $8.95 million (£6.4 million). Both through Telluride Real Estate (001 970 728 1611).

Canine comforts: pamper your pooch at the doggie spa at Wyndham Peaks with a doggie massage for $60 (£43). Room rates start at $165 (£118) a night and vary by season. Wyndham Peaks Resort & Golden Door Spa, 136 Country Club Drive, Telluride, Colorado (001 970 728 6800; www.wyndham.com).

For gourmet pet food and fab accessories, visit Mountain Tails, 224 East Colorado Avenue, Telluride (001 970 369 4240).

Posh nosh: for bison and other exotic meat dishes, dine at Harmons, 300 South Townsend, Telluride (001 970 728 3773).