It had been a tough month for several reasons and I needed a break. I initially thought a holiday abroad would be the only antidote. But as it turned out, a wild-swimming weekend in the Brecon Beacons in south Wales was the only medicine I needed.

My excitement at the coming trip quickly morphed into panic as we looked at the weather forecast: lots of grey cloud and big rain drops.

After settling into our cosy room in Brecon, we put on our waterproof trousers and walking boots and braved the elements. A quick drive took us to the start of the Dragons Back route in the Black Mountains whose ups and downs recall the scales of a sleeping dragon. The constant spit of rain became cooling as we hiked up the steep grassy bank, at first trying to avoid the sheep poo, and then forgetting all about it. In fact, the weather made the landscape seem cinematic, the gaps between the low clouds revealing the next rolling hill like a curtain parting before the big screen. The air was so fresh, I felt it cleansed us of all the London grit and grime.

The only building in sight was the Dinas Castle Inn, the highest pub in the Brecon Beacons national park, so we treated ourselves to a pint of Bale lager, ate garlic bread by the fire and wondered if the waterfall we’d be swimming in the day after would be as cold as our beers.

On the day of the wild swim, the air was a cool 10C. I ran back into the hotel and threw a couple of hot chocolate sachets in a thermos of hot water – a decision I would gloat about later. We headed to the Four Waterfalls walk, taking in Sgwd Clun-Gwyn, Sgwd Isaf Clun-Gwyn, Sgwd y Pannwr and Sgwd yr Eira. This region has the highest concentration of waterfalls in the UK and we visited them all, walking on moist woodland paths lined with bright scarlet cap mushrooms.

Sgwd yr Eira was a thundering blanket of white. We walked on the tight ledge behind the falls where we could hear and feel her power. Perhaps not the one to swim in, we decided. The surrounding forest felt alive and calming. When we eventually arrived at Sgwd y Pannwr, or “fall of the fuller”, we saw a curtain of water falling over a wide staircase into an inviting pool. I had previously labelled myself as “someone who doesn’t go into UK seas” because they’re too cold. So when I found myself in a swimming costume and a woolly hat at the base of a Welsh waterfall in October, I wasn’t certain I was going to go through with it. But I slowly inched myself in. After about three minutes my skin felt like it was burning. I got out and felt so euphoric that I went back in two minutes later. Drying off on a rock while sipping hot chocolate, I couldn’t stop smiling.

Sunday’s walks took us to find (and swim in) Nant Sere waterfall, hidden in a valley near south Wales’s highest peak Pen y Fan. Following instructions and photos we found online, we crept through low-hanging trees into a green woodland area evenly covered in a soft mossy rug. With no one else around, we dived in, our screams of excitement echoing down the gorge.

Our reward for this show of bravery was one of the best Sunday roasts of our lives at the Felin Fach Griffin pub, with its wooden beams,open fire and stone floors.

But we saved the best for last. The crown jewel of Wales’s waterfall country is Henrhyd Falls, which was used as the entrance to the Bat Cave in The Dark Knight Rises and is the highest in south Wales. A five-minute walk from the car park takes you into a rainforest-like lair with hanging ferns. The waterfall was in full force from days of heavy rain, making swimming ill-advised, but behind it was a roomy cavern – not quite big enough for Batman to live in, but perfect for watching the sunset and the gargantuan sheet of water frothing down in front of us.

“When we have guests here, it’s amazing – their faces look completely different by the end of the weekend because they’ve relaxed and their muscles are doing something different,” our B&B owner Kayt Cooper told me. She and her husband, Hugh, run the beautiful Coach House in the historic centre of Brecon. It’s the perfect place to access all areas of the national park, and to have a hot bath and rest in between hikes.

I felt more refreshed after two nights in the Brecon Beacons than I have after many of my holidays abroad. Immersed in staggering nature and plunging into cold water, we couldn’t help but be completely in the moment. I took the natural beauty of south Wales back with me down the M4 to London, and it made the chaos of the past month feel like something I could cope with. After all, I was now the sort of person who goes for a Welsh wild swim in the rain.

Accommodation was provided by the Coach House, Brecon, and is available from £92 a night, with a minimum stay of two nights