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06/05/2013 06:21 am ET Updated Jun 05, 2013

Lena Headey Reacts To The Bloody 'Red Wedding' On 'Game Of Thrones' (VIDEO)

Viewers and cast members are still reeling from the shocking developments on the latest episode of HBO's "Game of Thrones." Lena Headey, who plays Cersei Lannister on the series, dropped by "Conan" with her reaction to the bloody farewells of both Robb Stark (Richard Madden) and his mother, Catelyn (Michelle Fairley).

“I rang Richard, who plays Robb, straight after and he said he hasn’t watched it, because he’s so upset to be leaving," Headey said. "And then I spoke to Michelle Fairley, who said weirdly she was in the doctor’s with a throat infection.”

Headey noted it was "kind of mimicking life and art," comparing Fairley's throat issues with the graphic throat slashing Catelyn received on the show.

For now, Headey's Queen Cersei has survived, but she admitted that she lives in "mortal fear" that she'll eventually meet the same fate.

On Twitter, Headey admitted she was nervous about the interview, but it was all made worth it by the fact she got to meet "Parks & Recreation" star Nick Offerman.

Tune in to the "Game of Thrones" season finale this Sunday at 9 p.m. ET on HBO to see if Cersei -- and Lena Headey -- survive to see Season 4. Catch "Conan" every weeknight at 11 p.m. ET on TBS.

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