The 45-year-old actress plays Cersei Lannister in the HBO drama series, whilst 21-year-old Maisie has portrayed Arya Stark since she was just 14 in what was her first major acting role.
Lena enjoyed seeing Maisie grow as a person and she knew her pal had blossomed into a confident young woman when she saw her take risks with her look and clothing choices.
Speaking at the ELLE Weekender, she said: ''One of my favourite moments with [Maisie] on 'Thrones' was we were in the makeup trailer one day and we saw this chick walk past with blue hair and a rollie case and sunglasses and we were like, 'Who is that?' And it was, like, 'It's Maisie!' ''
Lena also knew her journey to stardom was complete when Maisie once casually informed her that she had travelled home from a music festival via a private jet.
In the joint interview with the 'Doctor Who' star, Lena said: ''But it was such a weird moment because I didn't get to see you that much so I sort of saw you in-between growing up here and there. You'd just come from some festival and I think you were like 'Yeah I got some private jet.' There was some sort of app you could share a jet on and we were like, 'What's happening?!' ''
Although Maisie sticks to short brown tresses whilst playing Arya Stark in the hit drama show, she is no stranger to experimenting with bold hair colours and recently debuted her new baby pink locks.
The star recently showed off her new do on her Instagram story but didn't allude to her dramatic new look and instead used the short clip to promote an upcoming HBO event in Brazil.
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