The infamous walk of shame scene from game of thrones, blended a body double's courageous performance with lena headey's emotional depth Lena headey's nude body double has described the shocking 'walk of shame' in the game of thrones season five finale as the hardest but best experience of her life. A fter the season five finale of game of thrones aired last june, lena headey made headlines when it was revealed that she used a nude body double while filming cersei lannister’s harrowing walk. Lena headey's game of thrones body double revealed Meet the woman who did the naked walk of shame yes, lena headey used a body double for that long, brutal scene on the hbo series. Lena headey used a body double to film her most brutal (and nude) scene on the season five finale of game of thrones
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