Producers wanted Allen, 29, to play the role of Yara Greyjoy, Theon's sister, but Theon is played by her actual brother, Alfie Allen and the singer felt uncomfortable about the role, reported MTV.
"I've been asked to do a 'Game of Thrones' cameo. They asked me if I'd be interested in playing Theon's sister, and I felt uncomfortable. Once they told me what was entailed, I said no thanks," Allen said.
However, Allen said she would be open to a musical cameo, like Sigur Ros did for the Purple Wedding episode.
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