“Obviously you dream of your death,” she added. “You could go in any way on that show. So I was kind of gutted. But I just think they couldn’t have pleased everyone. No matter what they did, I think there was going to be some big comedown from the climb.”
Headey previously told EW in an interview conducted before the final season aired that
her reaction her final scene was “mixed” at first. “I wanted her to have some big piece or fight with somebody,” she says. But then the actress talked over the scene with Coster-Waldau and came around to appreciating Cersei’s final moments. “The more we talked about it the more it seemed like the perfect end for her,” Headey says. “They came into the world together and now they leave together.” In that last moment, staring at her brother, waiting for the end, Headey says, “It’s maybe the first time that Cersei has been at peace.”