04/08/2014 10:53 am ET Updated Apr 08, 2014

Christina Hendricks Shuts Down 'Game Of Thrones' Rumors

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Apparently, Westeros won't be adding to its collection of "Mad Men."

On Monday night's "Conan," Christina Hendricks shot down rumors that she wanted to star in the HBO hit series "Game of Thrones," admitting that she had never even seen the show.

(Guys, feel free to let out your disappointed groans now.)

The "Mad Men" actress revealed that the rumor started when someone asked her if she would like to star in any other shows, and it just took off from there.

"I was thinking about all those pelts and horns, wolves and horses. So I said, 'Game of Thrones.' I thought it would be fun to get into that whole time period and crazy costumes. The next thing you know, I'd be thrilled! I would be so lucky! But I've not seen it yet. It was one of those quick answers," she told O'Brien.

See the full video below.

The final season of "Mad Men" premieres Sunday, April 13, at 10 p.m EDT on AMC.

"Game of Thrones" airs Sunday at 9 p.m. EDT on HBO.