Exclusive: Natalie Dormer on Margaery Tyrell's 'Game of Thrones' Shocker 

By Julie Kosin and Directed by Simon Cave; Fashion Editor: Kerry Pieri

"I just spent three hours in the car this morning," confesses a slightly sleepy Natalie Dormer. "You New Yorkers are used to doing that. I\'m not." Despite this admission of exhaustion, the London-based

actress seems alert and game for anything. Sporting a deep plum lip, her honey-blonde hair in loose waves, Dormer proceeds to don a series of lacy black dresses—from skintight Dolce & Gabbana to princess-y Marchesa—and pose in front of a wall of blood-red roses, a tribute to the sigil of House Tyrell, of which her

character belongs. The black is a fitting theme; this shoot is a funeral of sorts, after all.

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, Dormer\'s character, Queen Margaery Tyrell, went to a dramatic, fiery death at the hands of her mother-in-law, Cersei Lannister, who, rather than stand trial by the Faith for her various crimes, detonates King\'s Landing with a stash of Wildfire left over from the Mad King Aerys\'s days. Margaery\'s husband, King Tommen, overcome with grief, promptly kills himself. It\'s a stunning conclusion for a season that has toyed with Margaery\'s true intentions—has she fallen for the High Sparrow\'s tricks? Whose side is she actually on? "Margaery\'s been playing the game, she\'s been trying to get her and her brother out the best way she thought she could: by cutting a deal," says Dormer. "Margaery is a fatality of the High Sparrow underestimating Cersei."

Dormer, 34, joined the cast of the HBO blockbuster in its second season, though it\'s hard to remember a time when her character wasn\'t plotting her ascension to the Iron Throne. Despite

\' infamy for knocking off its protagonists, Margaery\'s demise is sure to drop some jaws. "I\'d like to think that people will be sad to see the Tyrells unjustly blown to smithereens!" Dormer says with a laugh. "As an audience member you spend so much time with these characters, you get to know them very well, and to have them so irreverently snatched from you and killed is really harsh."

But it\'s not all mourning clothes and a city-wide funeral pyre for Dormer. Up next, she\'s shooting

, a thriller she co-wrote with her fiancé, director Anthony Byrne, about a blind woman who hears a murder take place in her apartment building. "I had so much respect for writers before, so I have five times as much now," says Dormer of writing her first script. "It\'s given me a whole insight into the other end of the spectrum." Below, Dormer opens up to

exclusively about saying goodbye to Margaery and what else she has in the works:

You really went out with a bang—can you break down that last scene?

It seemed an exciting, fitting way to depart. Margaery\'s been battling Cersei for the last however many years and she ends up dying on the show not because she didn\'t beat Cersei, but because she trusted that someone else—the Sparrow—was handling her. She had the reins taken away from her, from being in control of the situation; the High Sparrow took the reins and it proves that he underestimated Cersei in a way that Margaery never would have. There\'s a moment before Margaery and the High Sparrow die when they look at each other and Margaery realizes that Cersei has outplayed him and she\'s gonna die because of that. There\'s this moment that Jonathan Pryce gives as well; this look on his face when he realizes he\'s been outplayed by Cersei. Margaery is a fatality of the High Sparrow underestimating Cersei.

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We shot two or three days in the Sept. Jonathan Pryce is a lot of fun; I\'ve enjoyed working with him this season. I was also with Finn Jones, who plays Loras, all that time. It was very moving and fitting that Finn and I should be together for those last three days and the brother and sister should go to their fate together, because you see the brother and sister relationship so beautifully over the years. They go to their deaths physically holding each other.

How did you feel when you got the phone call from David Benioff and D.B. Weiss saying that you were being killed off?

I wasn\'t that surprised because dying on the show is an occupational hazard.

We got all 10 scripts at the beginning of the season, which is so unheard of in this day and age. It goes to show how on point Dan and David are at being organized. I knew when I started shooting Season 6 that it would be my last. It was lovely because it informed the whole way I enjoyed the season. I enjoyed being with the crew and the other cast members because I was aware that it was going to be my last year with the family.

Once the cast had the scripts and knew about your fate, what was their reaction?

There were a lot of long looks and hugs and "we\'ll miss you"\'s to Jonathan and me and Finn, to all of us who went up in that ka-boom. Every year we lose a few people and the cast members are always really supportive of each other.

For the previous seasons you\'ve had the books as your guide. What was it like to be in the dark this season?

It\'s fun not knowing. You don\'t know where you\'re going in real life, right? It doesn\'t happen often to an actor that you don\'t know where you\'re going, so it was kind of liberating.

Do you follow any theories online? R+L=J? Lady Stoneheart?

I know there\'s a lot out there but I don\'t follow anything.

Some fans had predicted that Cersei would blow up King\'s Landing.

between seasons, it\'s fun to go back and watch the early seasons because you actually see clues that have been left that went over your head at the time: references or the way sentences are said, the way characters put things. Dan and David sort of sow the seeds, and when you look back you can see it. If you\'re a halfway fanatical fan, Wildfire and stuff has been mentioned quite a bit coming up to this moment. The subtext is laid so those people who are passionate about the show will probably pick up on some of the clues.

There was a line in Season 4 when Margaery said, "end up with a string of dead sparrow heads around my neck." The internet found it again while this season was airing and went wild.

You see, I didn\'t know what I was saying at the time anyway! I actually haven\'t asked Dan and David if that was on purpose. Knowing them it probably was, but this is why they keep us in the dark, as a cast. If it was on purpose, then it\'s a very, very clever thing to do because I was completely oblivious to what I was saying. I didn\'t even know the character of the High Sparrow existed at that time because I hadn\'t read the books.

I\'m sure everyone will be sad. I\'d like to think that people will be sad to see the Tyrells unjustly blown to smithereens! [Laughs] As an audience member you spend so much time with these characters, you get to know them very well and to have them so irreverently snatched from you and killed is really harsh. But that\'s what real life is and that\'s why

is the powerhouse that it is. It\'s not scared to take away some of your favorite characters. It\'s always been brave, this show. I think everyone will have their breath taken away by all the characters, especially Tommen\'s decision because that\'s very dramatic. I wasn\'t there the day Dean-Charles [Chapman] shot that scene but I heard it was very moving for the crew members who were watching it. Other than my storyline, I don\'t know what happens in Episode 10 on purpose so I can watch it like a fan. I\'m really excited.

Is that a thing among the cast? Not reading plots that don\'t involve you?

I\'ve been doing it for about half the time I was shooting. Some other lead members do it now as well because it also makes it much easier in interviews. You can\'t get caught because you don\'t know.

I\'m picturing the entire cast getting together at a press junket and you blocking your ears saying, "I don\'t want to know anything!"

I was really surprised when I bumped into Rory McCann, who plays the Hound, in the makeup trailer. I had no idea he was coming back. I was so happy to see him, he\'s such a great guy and we\'ve had many a good chat at a junket or sitting in an airport together. When I saw him in the makeup trailer I was completely bowled over that he returned because I hadn\'t read the script! And then I walked out of the trailer going, "Aw damn!", I kind of wished I hadn\'t seen him because now I knew the Hound was coming back [laughs]. It\'s hilarious and weird because I was interviewed a few months previously and I was asked if I could bring back any character, who would it be. I said the Hound and at the time I didn\'t know. It was a comment made completely innocently; I wasn\'t trying to do a spoiler or a tease or be clever, I genuinely wanted Rory back! And lo and behold, there he was in the makeup trailer one day.

Well there\'s that pervading theory online that if you don\'t see someone actually die onscreen, you can never be too sure that they\'re actually dead.

That\'s a very good point, but I\'m pretty sure no one is escaping from that Sept.

You filmed those final scenes so long ago. Were you ever worried about spilling the secret? How do you train yourself to stay quiet?

I don\'t really want to know, as a fan. I love watching the show, I have the script in front of me and I don\'t read it [in full] because I want the story to unfold in front of me, to have my breath taken away from me, like Sunday\'s episode when the Knights of the Vale rode over the hill. I feel the best way to tell the story is to wait for the moment as it\'s placed by the creators.

What will you miss most about being on the show?

Being a part of that family on a day-to-day basis. It\'s five years of my life. I\'ll always be a part of the family in my heart but just the day-to-day interaction, the jokes, the laughing…

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It changes every time I watch the show! I\'m loving the Stark girls at the moment.

Will you keep watching now that your time on the show has come to an end?

Absolutely! I was a fan before and during the show and I watched Season 1 as just a fan girl, so I\'ll go back to watching the show just like a fan girl.

You\'re known for playing roles that come with a lot of baggage—Anne Boleyn on

—did you feel that kind of pressure with the book fan base when you came on as Margaery?

No because Margaery is not a POV character in the books so she\'s not fleshed out in the same way a lot of the other characters are. I didn\'t feel quite the same pressure, I don\'t think. But of course I was nervous because I\'m respectful of how important the book is to a lot of people. But over the years I\'ve had a lot of interaction with fans and felt like they weren\'t dissatisfied with the choices I made.

. How did you feel going into your first lead role in

It made me really grateful because I\'d been the lead on the stage and I\'d been the lead on TV, so to be the lead in a feature felt like a natural evolution for me. I did my Malcolm Gladwell "10,000 Hours." I felt like I\'d done my time to work there, to take the responsibility. I love having an intimate relationship with the crew, when you can be there day in, day out and you actually feel like you\'re one of the team leaders. I kind of get a kick out of that, especially when it\'s something like

 and it feels like guerilla-style shooting because you\'re on a budget with an independent and you\'ve only got so many hours.

Was that the most physically taxing role you\'ve played so far?

, because we did a lot of running, like that sewer sequence in

, when we\'re soaking wet in our combat gear carrying semi-automatic rifles. That was quite physically demanding.

, which is another huge cultural juggernaut. What was that like? How was it different from

It was similar insofar as it was an incredible ensemble cast. It was an incredible family. I arrived at something that already had momentum when I came and joined it. The fan base would probably be the biggest difference because

obviously delivers you to a certain audience. But to start being written to by younger fans or bumping into 11, 12, 13-year-olds in elevators who know me as Cressida, who have never seen Margaery Tyrell—to have an interaction with a younger demographic was really inspiring. They love the books the way adults love the

books so you have that same enthusiasm for a source material that then gets heightened for them by seeing it onscreen.

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is finished do you think you\'ll be hanging up your corset for good?

[Laughs] For a while. I really do love my history, so I\'ll never say never to getting back into the corset for the right role. I said that I wouldn\'t for a while and then I read

and found myself in a corset much earlier again than I had anticipated. It really depends on the script, but my next handful of movies are contemporary based so at least for the immediate future there will be some jeans and a t-shirt.

—are all thrillers. Why are your gravitating toward that genre right now?

Sometimes that\'s where the most interesting psychological writing and psychological characterization is. It\'s often where you can find some really interesting psychological breakdown of human beings. As an audience member it\'s the kind of movie I enjoy watching very much. I love the French director Guillaume Canet\'s thrillers and Denis Villeneuve does thrillers very well. I like the old Hitchcocks and I love all those old 1940s movies like

, the Audrey Hepburn movie. Maybe that\'s why it sunk into me.

You\'ve been in the business for 11 years. How do you feel about your career trajectory right now?

I\'m really happy insofar as what I\'ve managed to do up to this point. I feel very lucky in being able to do theater, TV and film; I\'ve managed to consistently do all three mediums. There\'s a lot more mobility for actors to do that in this day and age than there used to be. There\'s no barriers. If I can keep jumping between medium and jumping between genre a little bit then that\'s the ideal.

They all bring different challenges. I mean, characterization is characterization, but they are a slightly different skill set. I would love to go back onstage because it\'s my home, it\'s where I came from, it\'s my first love. I adore the camera and I\'m very excited about working with Anthony Byrne, my fiancé, on something we wrote, but other than the challenge of acting something that I wrote, a challenge I would like to return to is to go back home to the stage because it\'s where I came from.

What was that like, to write your own script?

The writing experience was really illuminating. I had so much respect for writers before, so I have five times as much now. It\'s been six years in development, that script, in writing and redrafting and you get a lot—a lot—of notes from producers. It takes a lot of character not to lose your confidence, just like when you start out as an actor it takes a lot of confidence to learn to separate your personal stuff from being rejected from an audition. Someone saying no for a role doesn\'t mean they\'re saying no to you as a person, and as an actor that takes a while to get used to when you first start the job—that it\'s not a rejection of you personally, it\'s just a "no thank you, not this time" for this particular role. I went through the same experience with writing. It\'s learning that people saying "this doesn\'t work, you have to change this" is only to make something better and stronger. And it\'s such a collaborative experience. The mechanics of what happens on the other side of the camera before a script even lands in front of an actor—it\'s so laborious, it\'s so lengthy, that I have infinitely more respect for the writers and producers than I did previously. To take scripts that are in their first phases and redraft them and hand-hold them and walk them up to the line and get them financed—it\'s hard. It\'s really, really hard, especially in the big franchise world that we live in now, to get smaller movies made. It\'s given me a whole insight into the other end of the spectrum. I\'ve been a very lucky girl with

, to be a part of these massive phenomena, so to walk down the line with my producers and with Anthony and learn independent filmmaking and how hard it is has been a very educational experience for me.

There\'s a big conversation about diversity in Hollywood right now. Can you speak to your own experience as a woman working in the industry today?

Last Wednesday I was at the Women in Film Crystal + Lucy Awards and that is such an inspiring evening: the optimism and the celebration of even the dialogue that we\'re having, the fact that you\'re asking me that question and you\'re going to write about it. The dialogue is happening. There\'s a lot of work to be done but it is an actual evolution and we are getting there.

Directed by Simon Cave, Styling by Kerry Pieri, Set Design by Juliet Jernigan