During a weekend appearance at German Comic-Con, Headey told fans that she shot a miscarriage scene that was intended for inclusion in Season 7 but never made it to air.
"It was a really traumatic, great moment for Cersei, and it never made it in and I kind of loved doing that because I thought it would have served her differently," Headey said of her character, whose love for her children was one of her few admirable traits (as brother Tyrion often pointed out).
That declaration put to rest fan theories that Cersei was lying about being pregnant. It may also have solved the mystery of who the father was.
Cersei told both her twin brother Jaime (Nikolaj Coster-Waldau), who fathered her first three children (all of whom had died by the end of Season 6) and new strategically important fling Euron Greyjoy (Pilou Asbaek) the baby was theirs.
HBO didn't immediately respond to USA TODAY's request for comment on Headey's revelation.
Headey, who has a new movie out, has been spilling the tea this week.
In an interview published Sunday, Headey told Britain's Guardian newspaper she wanted "a better death" for Cersei than the one she got: being buried under a shallow pile of bricks in the basement of the Red Keep alongside Jaime.
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