The indie rock group are currently on tour but the bassist is unsure whether they will continue after their final booked dates in Australia next January.
Alex told the Daily Star newspaper: ''You're guaranteed to get a different answer depending on which one of us you ask and what day of the week it is. We're bad at talking to each other but there's a lot of love in the room.
''I have no idea how long we'll carry on. Being in Blur now feels just like it did at the beginning. There's no pressure. We're playing better than ever. Every show has been wonderful. We thought, 'Let's carry on and play countries we've never been to before.''
The Britpop group - which also includes Damon Albarn, Graham Coxon
and Dave Rowntree - went on hiatus in 2004 before getting back together in 2008, and Alex claims the break was beneficial for the band.
He added: ''When Blur stopped, we needed to do our own thing. It's a source of delight to all of us that our music endures. We get excited when we play.''
Blur announced in July they are planning a new album, but so far it is unknown if they have written songs or whether if they have made it into the studio while on the road.
There are currently five separate teams working on 'Game of Thrones' projects at HBO.
She's a big fan of the band and this week she got to perform with them.