Gavin and Stacey actress Ruth Jones has admitted being "amazed" by the success of her debut novel.
Never Greener is about a woman trying to rekindle a relationship years after it ended.
It has attracted good reviews and was number one on The Sunday Times bestseller list.
The Stella star said she felt "like a little bit of a fraud" when fans queued up to get signed copies at the Hay.
"For me, appearing at the Hay Festival was like, 'Oh my god!'," she said.
"Because, in my head, to me, that's what novelists do. They go to the Hay Festival and they get interviewed at the Hay Festival and they sign their books."
She added: "I didn't even know about The Sunday Times bestseller list. I didn't really understand what it meant.
"So then I was thinking, 'Oh, well if I get into the top hundred or something, that would be good, because at least I could say I was on the list.
"And then it went in at number seven, and then it kind of went up and up, and then it got to number one."
Her book remained at number one for three weeks.
She is not the only Welsh woman at Hay who has got a bestselling book.
The illustrator Jackie Morris, from St Davids, partnered with the writer Robert Macfarlane for The Lost Words, a large illustrated book of drawings and words focused on the beauty and wonder of the natural world.
As well as making the Sunday Times top ten, it was the Hay Festival's book of the year in 2017.
This year Jackie Morris has been awarded the Hay Festival medal for illustration and has a seat in the new on-site gallery where she has been painting every day.
She said winning the medal was "astonishing" and accepted the offer to paint during the festival, adding: "It's the first year that Hay has had an illustrators' gallery, which is really wonderful.
"Because in this book festival, with so many authors, most books will fall on their cover if you don't get a jacket right," she said.
"And usually a jacket is done by an illustrator, and it's lovely to see illustrators given such a beautiful space."
She said it allowed people to get close, look at her sketchbooks and talk which "takes barriers down".
Visitors gather around her table throughout the day, but the highlight has been her daily painting of otters in simple dark ink.
"I have loved otters since Ring of Bright Water and Tarka the Otter. I didn't want to ever own an otter, I wanted to be an otter.
"And I think that's partly why I paint, because when you are painting you can almost be what you're painting.
"You have to try and inhabit that mind in order to make the painting work."