Turner - who is engaged to Joe Jonas - used to dye her hair red for the show, but in later series opted to wear a wig, and though it was easier to maintain, it's caused problems with her natural locks.
She told W magazine: "It gets very greasy. It never used to be like that. I think it's because I wear a wig on Game of Thrones, so the glue gets stuck in my hair, so I had to wash it every day and my hair is now used to that.
"If it's any longer than two days, it gets greasy."
The British star wasn't interested in keeping the wig and the only souvenir she took from the set was one of her raciest costumes, though she isn't too sure what to do with it.
She said: "I didn't want to keep [the wig]. I was like, 'Goodbye!'
"The only thing I kept was a corset from the show. I wouldn't have wanted that wig.
"I was thinking about framing it, but people might think it's a bit weird. Wearing it would be weird. And it's not the one that covers your boobs."
