While much of it featured Headey's head superimposed onto a body double, Headey says the three-day shoot was one of her toughest times on the show.
"It's not hard when people are screaming at you and you look like shit and you're being f***ing humiliated to figure out how that would feel. There's a part of you that's f***ing terrified," the actress said.
"I can't even imagine people wanting your blood. Cersei has done wrong, but she doesn't really deserve this," the 41-year-old Brit told Entertainment Weekly.
"She's been beaten and starved and humiliated. She thinks when she comes out and confesses that this is it ... She thinks she's good to go. She has no idea what's coming when she walks out to the steps, or that they're going to shave her hair off."
On Twitter, van Cleave describes herself as an "actress, model, songbird, British American Crossbreed."
Her other TV credits include 50 Ways to Kill Your Lover and The Royals.
- nzherald.co.nz