Harrington, a fan favourite for his portrayal of Jon Snow on the show, said he felt "stunned" to receive a nomination at the television's biggest award show.
"It is a serious understatement to say that I am somewhat stunned. For my work on Game of Thrones to be recognized in this way is an emotional moment for me. I could not be more humbled," Harrington said in a statement.
Williams, who portrays another popular character of Arya Stark, Snow's step-sister, thanked author GRR Martin and showrunners David Benioff and Dan Weiss.
This is the show's most-honoured year yet in the performance categories, with not only previously nominated stars Peter Dinklage, Lena Headey, and Emilia Clarke landing nods, but also Harington and Williams breaking in with first-time nominations.
Also Read
Plus, Max von Sydow picked up a guest actor nomination for his performance as the Three-Eyed Raven.
Headey, who plays queen Cersei Lannister responded, "Totally overwhelmed. Thrilled for the show receiving so many nominations... Wahoo!"
Benioff and Weiss are nominated for writing the ninth episode of the season, "Battle of the Bastards" along with Miguel Sapochnik for directing the episode. Another Thrones director, Jack Bender, was nominated for directing "The Door."
Last year, "Thrones" won 12 primetime Emmys, setting an industry record for the most wins in a single year.
The 68th Primetime Emmys award ceremony shall be simulcast LIVE on Star World, Star World HD and Star World Premiere HD in India.