Lena Headey hoped her character Cersei Lannister's story would have a more dramatic ending in Sunday night's deadly episode of Game Of Thrones.

The cruel Queen died wrapped in the arms of her brother Jaime (Nikolaj Coster-Waldau) when the roof of the Red Keep collapsed in the dramatic Battle of King's Landing.

Lena, 45, told Entertainment Weekly she had 'mixed feelings' about her character's abrupt ending as she hoped Cersei would have a 'big piece' or die in a dramatic fight.

Underwhelmed: Lena Headey hoped her character Cersei Lannister's story would have a more dramatic ending in Sunday night's deadly episode of Game Of Thrones (pictured in January)

But the actress said she later realised it was the 'perfect end' after speaking to her co-star Nikolaj, 48, about the bittersweet scene.

She said: 'The more we talked about it the more it seemed like the perfect end for her. [Cersei and Jaime] came into the world together and now they leave together.

'I think the biggest surprise is he came back for her. Cersei realises just how she loves him and just how much he loves her. It's the most authentic connection she's ever had. Ultimately they belong together.'

Penultimate: The cruel Queen died wrapped in the arms of her brother Jaime when the roof of the Red Keep collapsed in the dramatic Battle of King's Landing (pictured in the episode)

In the episode, Daenerys Targaryen and her armies had refused to yield after Cersei's Golden Company surrendered, causing mass casualties across the walled city.

Most of these fell victim to Daenerys' last remaining dragon, Drogon, who then blasted the walls of the Red Keep with fire as Cersei and Jaime attempted to flee.

But the siblings-turned-lovers soon found their exit blocked and embraced each other as the roof collapsed and they came to a romantic demise.

Lena said she was surprised by Nikolaj's sentimentality and the 'great sense of grief' she felt when filming these final scenes.

The pair have appeared together as key players in the HBO fantasy drama since the first season aired in 2011.

'Perfect': The actress said she later realised it was the 'perfect end' after speaking to her co-star Nikolaj Coster-Waldau, 48, about the bittersweet scene

The mother-of-two confessed the on-screen siblings kept 'cuddling' and saying 'I love you' to each other as their time on the show came to an end.

She said: 'There's a sense of loss that nothing like this will ever happen again. There was a great sense of grief and an enormous amount of gratitude going on.'

Lena's comments come after the actress joked she was left 'heavily unemployed' after she filmed her final scenes for the HBO fantasy drama.

In an interview on The Chris Evans Breakfast Radio Show in April, the actress also revealed it was the involvement of dragons and incest that attracted her to the show.

The end: Lena said she was surprised by Nikolaj's sentimentality and the 'great sense of grief' she felt when filming these final scenes (pictured together in 2018)

She said: 'I'm heavily unemployed now.'

Peter Dinklage, who plays Lena's on-screen brother Tyrion Lannister, recommended the HBO bosses cast the 300 star in the epic fantasy series.

Lena and Peter had forged a friendship on the set of an indie film Pete Smalls Is Dead in 2010, the year before Game Of Thrones hit screens in April 2011.

She said: 'Dinklage got me the job. He said "Oh my God, I'm reading this script, it's bonkers, you should do it". I thought, "Incest, dragons, I'm in"!'

Game Of Thrones will conclude at 9pm this Sunday on HBO and at 2am on Sky Atlantic in the UK.