Lena Headey's 'Game of Thrones' reaction is how we were all feeling

Editor's note: Warning: This article contains spoilers about 'Game of Thrones.'

(CNN) -- We feel you, Lena Headey.

The actress said goodbye to her "Game of Thrones" character, Cersei Lannister, in a sweet Instagram post Monday night following Monday's dramatic fifth episode of the show's final season.

Cersei died in the arms of her brother and lover Jaime Lannister (Nikolaj Coster-Waldau).

"There she goes. It's been fun, and bonkers," Headey wrote in the caption.

"I loved her. I am grateful for the opportunity. Massively thankful for your encouraging and supportive love along the way. And now her watch is ended (I know she'd never make it, Nights watch wouldn't have her .. but still..)"

She then took fans down memory lane with behind-the-scenes pics from her time on the hugely successful HBO series. HBO, like CNN, is owned by WarnerMedia.

Headey also spoke about her character's death to Entertainment Weekly. "The more we talked about it the more it seemed like the perfect end for her," she said.

"They came into the world together and now they leave together."

There is only one more episode of the epic final season left and viewers are watching the show in droves. The Season 8 premiere brought in a series record 17.4 million viewers.

We can only imagine how many people will tune in for the finale.

By Chloe Melas, CNN