Lanai Scarr wonders if there is any symmetry between the PM's favourite TV show and Canberra's political scene.

JULIA Gillard says she is an avid Game Of Thrones fan and thinks some pet dragons would come in handy.

In an interview with a UK publication, the Prime Minister said she became a fan of the hit HBO fantasy show over summer when she was given the past two series on DVD.

"I was given the DVDs over the summer period when I did get a little bit of time off so I watched them one after the other ... and became an addict and I anxiously await the next episode each Monday night," Ms Gillard said in a video interview.

"I am not usually a consumer of things with fantasy elements in them but I very much enjoy it and I continue to enjoy it."

Australia's first female PM said she was a supporter of the fiesty character Daenerys Stormborn of house Targaryen - known also as Khaleesi.

"I am barracking for the Khaleesi, the mother of dragons," Ms Gillard said.

However she said she had not resorted to having her staff address her as Khaleesi, just yet.

"I don't have any pet dragons, maybe they'd come in handy from time to time but no one has given me any dragon eggs and given she had to walk into fire in order to hatch them I am not sure I particularly want that bit of it," the Prime Minister said.

Ms Gillard said she was also "a little bit shocked" when Ned Stark was beheaded.

"He had hero written across his forehead, so I assumed he was going to be the central heroic character for all of it," she said.

"I didn't expect the grisly end so early."

Game of Thrones is currently in its third series and airs Mondays on Foxtel, express from the US.