Despite two consecutive wins in 2014 and 2015, Iceland-born Bjornsson fell short of a hat trick at this year's competition and lost his title to Shahlaei, reported BBC.
"He's a great strongman. But it was my day and it felt really good to win," Shahlaei said of Bjornsson after securing the title for himself.
Shahlaei, 32, has become the first Englishman to win the title in 27 years.
In addition to playing the villain Ser Gregor Clegane, Bjornsson is also a professional strongman.
And while he may have missed out on the Europe title earlier this month, he's still training hard for the World's Strongest Man championships later this year.
Bjornsson is expected to return to "Game of Thrones" in the show's seventh season, which will hit TV screens next year.
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