I have always been of the Groucho Marx opinion that I don’t care to belong to any club that will have me as a member. But that was before I knew about the Carnegie Club and its 400 members, found not in Soho, or even St James’s, but amid the delights of Skibo Castle in the Scottish Highlands.

Clad in the russet and golden colours of pre-Raphaelite paintings, the surrounding forests were magically still. Frozen hay bales formed ghostly ranks among the lochs and hairy cattle, lit by the glow of winter sunshine, rather than the garish neon of the world I’d left behind in London only hours before.

The 7,500-acre sporting estate where I was staying, only an hour north of Inverness, is desperately romantic. I arrived to a welcome that I might have expected from my favourite relatives, and entering the front hall was an event in itself, with a man playing a huge organ, and an owl warming itself by a fire.

I had one of the 21 guest rooms, which was the size of a tennis court and had a bathroom to set Flake advertisers dreaming (it had two roll-top baths), and where everything was deliriously luxurious, yet homely.

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The swimming pool

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At first, I just lay in bed with a totally unnecessary hot-water bottle and the windows thrown open to the pollution-free sky. And did nothing. Then I decided to try everything-golf, clay-pigeon shooting, archery, quad-biking, riding. I have never been remotely interested in any of these things, but, with wonderful teachers, such activities capture your heart. I managed to whack the balls past swans and into distant glens, I blasted the clay pigeons repeatedly, I galloped through lichened forests at dusk, and I felt euphoric and totally alive. I found myself singing around the piano late into the night with a group of new-found friends, the mellowest whisky on Earth, and the infectious enthusiasm of the pianist.

Is the Carnegie Club eccentric? Yes. The head gardener plays the bagpipes round the castle each morning, for Heaven’s sake. And yet, in some ways, it’s very conservative and blissfully old fashioned, removed from the hustle and bustle of urban life.

Members pay a one-off joining fee for membership to The Carnegie Club at Skibo Castle of £24,000 including VAT, as well as an annual fee of £7,660. Overnight charges start at £985 for a double room. To enquire about Membership please contact katy.renwick@carnegieclub.co.uk or telephone +44 (0)1862 894600.