Lena Headey finally breaks her silence about her character as Cersei Lannister's pregnancy with Jamie's (Nikolaj Coster-Waldau) baby. Game of Thrones Season 8 didn't reveal if the Queen is pregnant before she died in the ruins of the Red Keep.

At a fan convention, Headey revealed they filmed a very important scene for Cersei, but it was unfortunately cut from Season 7. "We shot a scene that never made it into season seven, which was where I lose the baby," she said, per Vanity Fair.

Cersei was indeed pregnant, but she had a miscarriage. If this scene managed to be seen on screen, it should have put her character in a different light in Game of Thrones Season 8.  

Headey went on to say it was a traumatic but great moment for Cersei that never made its way on TV. "I kind of loved doing that because I thought it would have served her differently," the 45-year-old star explained.

Although Cersei's miscarriage was not seen on TV, Game of Thrones Season 8 seemed to drop some hints that she was pregnant. The penultimate season's storyline pointed out that she was carrying Jamie's child when she told him about it.

At that moment, Cersei looked happy for having another chance at family as no one would dare to stand in their way. They were ready to tell the world about their relationship, not seeming to care to what people would say.

Tyrion (Peter Dinklage) also figured out Cersei was pregnant. Although he found it hard to believe it, he knew it was true. As a smart guy, the new hand of the king knew what saw and what it meant.

When Cersei stayed silent for too long when they were talking in Season 7, she knew he already had an idea about it. For the first time, Cersei didn't know what to tell him.

Despite her moves and plans in Game of Thrones Season 8, Cersei never faked her pregnancy. She bore a child, but it was gone.

It was not the first time that Headey talked about her character after being silent on how Game of Thrones Season 8 ended, per Digital Spy. Recently, the English actress admitted she was quite disappointed by the way her character died in the penultimate episode, "The Bells."

She had dreamt of her character's death and knew that they could go in any way on the show. So, the cause of Cersei's death made her "gutted."

However, Headey knew showrunners D.B. Weiss and David Benioff couldn't please everyone. No matter what they did, there would always be a "big comedown from the climb," so she just accepted Cersei's fate in Game of Thrones Season 8.