The 41-year-old actress confirmed pregnancy rumors after she was seen with what appeared to be a baby bump lately.
“I’m happy to confirm that I’m having my second child this summer,” she told People. “I only hope that this announcement can help me to regain some of the privacy I have recently lost to prying photographers and ask that they please respect my privacy and let me enjoy this time.”
Headey is already the mother of son Wylie, 5, with ex-husband musician Peter Loughran.
Lena Headey, who plays Cersei Lannister in Game of Thrones, will return to her role in the fifth season of Thrones, that is set to premiere on HBO on April 12.