The star – who plays Queen Cersei in the fantasy series – has announced that she is expecting her second child this summer.
Lena confirmed her happy baby news to People magazine but declined to reveal any further details, adding that she wants her privacy to be respected.
She has not publicly confirmed the father.
The 41-year-old is already mother to son Wylie, four, with ex-husband Peter Loughran.
In an interview with The Telegraph last year, the actress admitted: "My dream is to have more kids. I love being a mum."
Lena's news comes as the cast of Game of Thrones prepare to promote the hugely anticipated fifth series of the show, which premieres this April.
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