'Game of Thrones' viewers were certainly taken to a very dark place during this season's finale on Sunday night. Despite what fans may have been disheveled about in previous scenes, all those who witnessed the Cersei 'Walk of Shame' scene must have been equally disturbed.

Actress Lena Headey spoke with EW on the emotionally demoralizing scene and the hardships they went through just trying to film it.

The scene was reportedly shot at Dubrovnik, which wasn't there first chosen location. The crew was turned away from their initial locations on the count of the nude scene that they were objected to shoot on religious grounds.

On top of this, Headey has a nudity clause in her contract that prevents her from shooting scenes naked, so a double had to stand in for the scenes that depicted her without clothes.

"It's not hard when people are screaming at you and you look like s**t and you're being f***ing humiliated to figure out how that would feel," Headey says. "There's a part of you that's f***ing terrified. I can't even imagine people wanting your blood. Cersei has done wrong, but she doesn't really deserve this."

She continues, "I don't think anyone deserves that treatment. She's been beaten and starved and humiliated. She thinks when she comes out and confesses that this is it-even when she's on her knees [confessing to the High Sparrow], she's partly lying. She thinks she's good to go. She has no idea what's coming when she walks out to the steps, or that they're going to shave her hair off like Aslan."

"Some of those shots we got, some of those close-ups, she had to go to a dark place to get the right emotion," showrunner David Benioff said. "It's incredibly compelling yet you almost want to turn away because you're looking at someone who's suffering."