As well as being uncomfortable, the dwarf star admits it's dangerous and reveals that one stuntman was almost killed during a fall because he was wearing the heavy gear.
Dinklage tells Playboy magazine, "We've all been hurt from the armour so much more than saved by it. It really hurts.
"If you fall over while wearing that armour, you could get your throat slashed. We had a guy fall off the back of the horse, and if he hadn't been wearing the armour, he would've been fine. But, because he was covered from head to toe, he got banged up. It nearly killed him."