Lena Headey has revealed her first season on the set of Game of Thrones wasn't a fun time for her.

The 43-year-old actress had recently welcomed her six-year-old son Wylie into the world with her ex-husband Peter Loughran - who she divorced in 2013 - when she won the role of Cersei Lannister in the fantasy drama.

But the star was diagnosed with "horrendous" postnatal depression just before she joined the show.

Headey says she was in a "weird" place emotionally, and when she underwent a compulsory medical check prior to filming she discovered she had postnatal depression.

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The actress told the new issue of The EDIT: "[Filming was] really horrendous - I was postnatally depressed but I didn't know it. I saw a doctor for the medical check, and I just burst into tears.

"She said I was postnatally depressed and I went, 'Am I? Why is that?'

Lena Headey as Cersei Lannister (left) in Game of Thrones. Photo / supplied
Lena Headey as Cersei Lannister (left) in Game of Thrones. Photo / supplied

"I saw a great guy and he sorted me out, but I did the first year [on Game of Thrones] in that space, figuring out motherhood and going through a weird time personally. It was tricky."

Headey also opened up about sexism in Hollywood and revealed she was told she should "flirt" with male casting directors in order to win roles.

She said: "When I was in my twenties, and doing a lot of audition tapes in the States, a casting director told me: 'The men take these tapes home and watch them and say, Who would you f**k?' I've never played the game of going in [to auditions] and flirting; I've never done it."

Lena Headey says she was told to flirt with casting directors to win roles early in her career. Photo / supplied
Lena Headey says she was told to flirt with casting directors to win roles early in her career. Photo / supplied

The British star added that there are many double standards in the film and television industry.

Recalling a conversation she had with a fellow female actress, she said: "I said, 'Do you find that you have to say the same things seven times, whereas a man says it once and everyone listens?' Male counterparts can say the same thing [I just did] and everyone's like, 'Oh, that's a great idea,' and I'm like, 'I just said that 19 times but you chose not to listen or take it on board,'"

Headey says she is happier now that she is no longer pressured to be "beautiful".

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She went on: "I'm happier now I'm older, playing women who aren't expected to be beautiful. That pressure has gone for me. [Male] actors can be 'interesting', but there's a real pressure on women to be beautiful and skinny."

- BANG! Showbiz