Lena Headey "broke down in tears" after wrapping 'Game of Thrones'.

Lena Headey

Lena Headey

The 45-year-old actress stars as Queen Cersei Lannister in the hit HBO fantasy drama - which is based on the 'A Song of Ice and Fire' novel series by George R.R. Martin - and after wrapping the show's eighth and final season back in July, Lena says she was "devastated" to bid goodbye to the role she's been playing since 2011.

Speaking about her final scenes - which are set to air in April - Lena told HuffPost: "It was [sad], yeah. I thought I wasn't going to let myself get to that point because I had the last day to get through. And then when I left and I got in the car, I broke down in tears and I was ... yeah, devastated."

And the actress' on-screen brother and lover Nikolaj Coster-Waldau, had similar emotions when he filmed his final outing as Jaime Lannister.

Speaking last year, Nikolaj said: "It was a little bit emotional at the very, very end. It's also just a build-up because throughout the season we had a lot of teary goodbyes and farewell dinners. When my turn came around, I really didn't think it was going to phase me, but I have to admit that right when they said, 'This is a series wrap for Nikolaj,' there might have been a tiny bit of moisture in the air, just around my eyes."

Meanwhile, Kit Harington - who plays Jon Snow - recently claimed he doesn't think fans will be satisfied with the ending, as nobody is going to be happy to see the show finish.

He said: "It's like when you finish a book, you're not happy it's over are you? You don't finish a good book and say, 'I'm happy I finished that.' But you have this grief that it's over, and it's exactly same with nine years doing this show. No matter how it ended, or how it does end, there's always this bit of you that's like, 'oh'; there's this loss around it."