She may play the ultimate Queen Bitch in 'Game of Thrones', but it seems that some people find it hard to make the distinction between Lena Headey and her character, Cersei Lannister.

Headey revealed just how much she's had to put up with - from a journalist, no less - while appearing on 'Running Wild with Bear Grylls' on NBC recently.

Grylls asked her how she was with the press on 'Game of Thrones', and after admitting that she found it 'horrible', she then recounted a story with one journalist that happened when she was 7 months pregnant.

"Yeah, you have to do these things for all the awards and everything where loads of people interview you," she said. "I went in and was seven months pregnant and [there was] a whole room of journalists, and this guy stood up and he said, 'Uh I just want to say that you're really disappointing in real life.'"

As if that wasn't rude enough, he added insult to injury by asking Headey "'Is that your real hair?' And I went 'Yeah' and he said, 'The wig is much better. I like you as a blonde.'"

She added: "I was like, 'OK.' I was just crushed. How is that alright to say?"

Watch her toughing it out with Grylls in a clip from the show below: