In a lengthy post on Twitter, the 44-year-old actor revealed that she was one of the actors who were subjected to the media mogul's antics early in her career.
Headey said she first met Weinstein at the Venice Film Festival premier of her film "The Brothers Grimm", when the producer asked her to take a walk with him to the waterfront.
While walking he made "some suggestive comment" to her and Headey said, "I just laughed it off, I was genuinely shocked, I remember thinking, it's got to be a joke, I said... oh come on mate!? It'd be like kissing my dad! Let's go get a drink, get back to the others. I was never in any other Miramax film."
Weinstein then asked the actor to accompany him to his room on the pretext of handing over a script to her.
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Headey said, "We walked to the lift and the energy shifted, my whole body went into high alert, the lift was going up and I said to Harvey, 'I'm not interested in anything other than work, please don't think I got in here with you for any other reason, nothing is going to happen.'"
Weinstein then furiously marched her out of the hotel and told her not to discuss about their exchange to anyone.
"I felt completely powerless. I got into my car and I cried," she wrote.
Dozens of women have come forward to allege Weinstein of sexual assault and in some cases rape.
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