This shouldn't be a surprise on a show that kills off major characters almost every week. But it was the way she went out that had fans shocked — and applauding.
This story obviously has spoilers ahead, so if you haven't seen last night's show, please click away now!
At the end of "The Queen's Justice," Jaime Lannister, played by Nikolaj Coster-Waldau, meets up with Lady Olenna Tyrell, played by Diana Rigg, to get revenge for what she has taken from his family.
Jaime also finds out that it was Olenna who killed his son King Joffrey a few seasons back.
"Tell Cersei. I want her to know it was me," Olenna says after she drinks poison — the same way she had Joffrey killed.
Rigg and Coster-Waldau spoke to People magazine about the scene, and Rigg called it "beautiful."
"Nikolaj is wonderful," she said. "When it's well written, it's a joy to do. And you don't get an awful a lot of always-brilliant writing on television, do you?"
Coster-Waldau said his favorite aspect of the scene was that his character and Cersei had outsmarted the enemy, including his brother, Tyrion, who is now aligned with Daenerys Targaryen, the Mother of Dragons.
"I was thrilled [when I read it] because, first of all, what happens in the episode, it's such a great surprise that suddenly they go there and the Lannisters actually were smarter than Tyrion, which was really cool," he said.
About Rigg and her sassy contribution, the actor said, "It was truly an honor to be there because she's given so much to the show with the character. Just amazing. And of course, both on and off set, she's wonderful, and she's so smart and so clever, and she's just a brilliant actress."
Rigg said she'll miss the "combative" scenes of Olenna, the quick-witted, cunning matriarch.
"No sooner as I die than it was on to the next scene ... Mostly what you remember and enjoy are the scenes you played with people, you know," said Rigg. "The scenes with Charles Dance [Tywin Lannister, who perished a few years back] and Lena Headey [Cersei, Jaime's sister and lover]."
Those two actors spoke to Entertainment Weekly about their characters' not hitting it off at first and what they think about their finally meeting after six long seasons. Fans have been waiting to see if the pair might get together either politically or romantically — or both.
"I predicted, like everyone, they would meet this season, but I don't think I predicted it quite as quickly," Harington said. "As far as Jon knows, he's just meeting this queen he's heard of and trying to negotiate with her. He's not meeting Daenerys, who the audience has been watching for so many years. That helps with the surprise of it. He walks into the room and doesn't expect to see such a beautiful young woman of similar age to him."
Clarke spoke about her character's hesitation when Jon goes to her saying they need to unite to fight the White Walkers and the Night King.
"It was fun to play. She doesn't like him, and she doesn't believe him," she said.
"Game of Thrones" returns next Sunday on HBO.