The 'Murder on the Dancefloor' hitmaker and her musician husband Richard Jones are massive fans of the hit HBO series and they managed to get on set as extras, although their scene was cut from episode three, 'The Long Night', in the final series.
The pair took part in the Battle of Winterfell alongside the likes of Jon Snow (Kit Harington), Arya Stark (Maisie Williams), Daenerys Targaryen (Emilia Clarke) and loads of "bearded" extras.
Asked on UK TV show 'Lorraine' on Thursday (17.10.19), how it all came about, Sophie said: "Richard and I are really big fans of the show and we knew a couple of other musicians that had also become extras. We just asked!"
The 40-year-old singer - who previously revealed the cameos hours before the episode aired - admitted it was hilarious being on set and quite challenging trying to battle in the dark.
She added: "At the time it was the most expensive single piece of television ever filmed, so even if you don't watch the programme, just seeing enterprise on that level ... and walking into a room full of extras, 300 men with beards on was really funny.
"It was definitely fun, there was a lot of giggles as it was slightly absurd.
"It was a very dark battle so we couldn't see ourselves at all. But we were there in spirit!"
Sophie and Richard, who played a Winterfell soldier and warrior respectively, shared pictures of their costumes on Instagram in May, but revealed they didn't make the cut.
She wrote: "We fought the white walkers!! When @gameofthrones was filming the final season, @richardjonesface and I went to be extras. It was SO FUN.
"You couldn't see us on the telly in the battle of episode 3, but I can assure you we gave it our all. R was very jealous of my armour but then again, he had dragon glass.
"Here's to the northern army! Sad to see GOT finish but it's been fun seeing the epic tale unfold. #gameofthrones #extras. (sic)"
Ed Sheeran, Coldplay's Will Champion and Snow Patrol's Gary Lightbody have also made cameos in the show, which is based on George R.R. Martin's best-selling book series.
