The 72-year-old actor, best known for playing frontier kingpin Al Swearengen on television series "Deadwood", will be seen in a mysterious role on the fantasy-drama, reported Entertainment Weekly.
McShane has a relatively small amount of screen-time during the season, yet his character will be of key importance.
The upcoming season will dive headlong into narrative territory not yet revealed in author George RR Martin's novels, "A Song of Ice and Fire".
Earlier this week, HBO's programming president Michael Lombardo revealed that the network plans at least eight seasons of the show.