Taking on the role was both challenging and daunting, she says, but all the actors appreciate the effort that goes in to putting the fantasy world together that they must then bring to life.
"Everybody gives their best for this and you walk on to these incredible sets and these amazing costumes," Fairley says.
"By the time you as the actor get into or on to the set or the location, you're the last link in the chain so you feel the energy ... then it's down to you to do your job."
Portraying the Stark matriarch, now a widow, offers her a part in their multilayered world.
"I think that what's interesting about a lot of the female characters from the Stark family. They don't come from a bad place, they come from a good place and they learn the hard way," she says.
"You have to strategise ... you have to play an underhand game, you have to be smarter than the men, you have to scheme. But it's not in their nature, it doesn't come easily."
Fairley says trying to reunite her five screen children, from whom she largely becomes separated as the story progresses, is a major challenge for Catelyn.
"Sometimes bad things are good because they give you a purpose ... you have a focus and that's what you see at the end of that dark, dark tunnel.
"It'd be very easy to give in to grief ... but she has the hope that she will get the family together again and she has to go along with that, she has to have a belief."
- AAP / TimeOut