Lena Headey on 'Fighting With My Family' and Her 'Fantasies' About How Cersei Would Die (Exclusive)

Lena Headley, Sundance 2019
Photo by Suzi Pratt/Getty Images for Metro Goldwyn Mayer Pictures

ET spoke to the actress about playing the mother of a WWE Diva and the final season of 'Game of Thrones.'

In Fighting With My Family, Lena Headey plays Julia "Sweet Saraya" Knight, the real-life matriarch of a family of wrestlers who runs Norwich's World Association of Wrestling with her husband (Nick Frost) and grooms her daughter to become the WWE Divas Champion, Paige (played onscreen by Florence Pugh). The role required the actress to wear a choppy red-and-black wig to match her counterpart, yet another hairpiece to add to the assortment of wigs that have "plagued" Headey throughout her career.

This wig -- this itchy, uncomfortable, f**king wig -- was just as bad as the "turnip" she wears as Queen Cersei Lannister on Game of Thrones. If she had to wear her Julia wig or Cersei wig for the rest of her life? "Oh my god!" Headey exclaims by phone. After considering a moment she decides, "If I could go back to Cersei's long hair, I'd be doing that." ET also spoke with the actress about getting into character as the mom of a WWE Diva and the upcoming eighth and final season of Thrones.

ET: When you heard former drug addict-turned-quirky matriarch of a wrestling-obsessed family, did that immediately scream Lena Headey to you?

Lena Headey: Yeah! [Laughs]

What drew you to this role? What made you want to embody this woman and take on this project?

Well, I'd seen the documentary [2012's The Wrestlers: Fighting With My Family] years ago and fell in love with the Knights, and then I got the script from Stephen [Merchant] which I was very excited about, because it was written really well and obviously, like I said, I had the entry of the documentary so I knew that I loved the material already. And then I researched Julia, and besides being kind of bawdy and rude and loving, incredible, maternal figure, she's survived a lot, too. She's been through a lot. She's really an impressive woman.

She is. You haven't had the chance to meet the real Julia yet, right?

No, I'm meeting her today.

Is that intimidating, to wake up knowing that's happening today?

Yeah! A little bit. [Laughs] I mean, we've been texting and she said she's very happy, so I'm hoping there won't be any, you know, surprise wrestling moves.

Was there one thing you learned from the documentary that really helped you tap into the character of Julia?

What's so lovable about the Knights is they're just who they are with no pretense from anybody. They don't put on any airs and graces, you know? It's like, take them or leave them. And then obviously working with Nick, who's such a brilliant comedian, and sort of tempering that relationship. I mean, not that I could ever compete with Nick in the comedy space, because he's the king of everything, but it's balancing that relationship, which is really funny and dirty and their love is on display for everyone. But also she loved this man more than anything. He kind of rescued her.

You also get to do some wrestling in the movie. What was the most surprising thing you learned about the sport in training or rehearsing and then filming the bits in the ring?

I didn't do that much, to be fair. Florence and Jack [Lowden] did lots and lots of training and wrestling, which was super impressive. I did the family fight, which we did for, like, three days or something and I didn't do any training, but the wrestling itself was extraordinarily tough. We had three days of that and we all went in on day one and kind of went full force and they were like, "Don't forget, there's two more days!" We were like, Ahhh... Like, we couldn't walk.

What will you take from this project or from this character with you? Will you be dabbling in any recreational wrestling in your future?

Oh, I do on a regular basis with my 9-year-old, who loves to surprise attack me in the kitchen.

I have to ask you about Game of Thrones. Do you like that people so rabidly want to know about this next season, because they're so invested in the show? Or is it annoying because you know you can't say anything?

I mean, it's kind of great. It's part of the success, you know, being consumed with it and what's happening. I think it's just frustrating when you do interviews for Thrones and actually can't say anything. [Laughs]

In the eight seasons you filmed, have you ever slipped and told someone a spoiler?

No. I think I've drunkenly done it to someone and then the next day, hunted them down and made them sign in blood not to say anything.

We left Cersei at the end of last season without many people in her corner. Will that bring out a more vulnerable side of her in this final season, or a more ruthless side?

I think people will be surprised at every turn this season.

Nikolaj [Coster-Waldau] recently said he didn't care how he went out, that he just wanted to make it to the end after so many years. Did you feel that way? Or did you have more stake in wanting a specific ending?

Yeah, I think I had many fantasies about how Cersei would -- if she were to -- die. But I think it was, every year, anyone's lying if they say they didn't kind of rush to the end of each script and go, "Oh, PHEW!"

Fighting With My Family is out in L.A. and New York on Feb. 14 and everywhere Feb. 22.