Headey told People.com, “I’m happy to confirm that I’m having my second child this summer. 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.”
She has not yet revealed who the father is.
The 41-year-old has one son Wylie, almost 5, with ex-husband Peter Loughran.
The fifth season of “Game of Thrones” returns April 12 on HBO.