His character, best known for his quotable lines such as 'chaos is a ladder', schemed for seven seasons to rise but his ambition to rule the seven kingdoms in the drama finally cost him his head when his plan to play Sansa and Arya Stark unravelled.
The show is known for killing off some of its major characters ruthlessly so much so that it is a joke among the castmembers.
Weiss and Benioff never ring up the cast members unless your arch is ending on the show so he was prepared for the call.
"I learned about that call from Michael McElhatton when he told me about his call and he talked about how it made him feel. And I thought if I get that call - or rather when as this has got to happen sooner or later to a character like Littlefinger - I wondered how it would make me feel.
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The actor said the call leaves one "a little bereft - for your character and for your experience".
"It also immediately makes you quantify the hugeness of what that experience has been over the last seven years, which has been massive".
The showrunners promised Gillen a "river of blood" as a good death on the show is really looked forward to.
"Well, it wasn't really a river of blood, but they promised me more than poor Michael got. It's better to go out at the end of (the season) with a good arc then at the start of episode 2... I'm glad I had a good story to finish with."
"...And I got my mockingbird pin. I had already let them know I wanted it, and I cleverly worked it so I got two. There's one from my cloak and one from my tunic. So I got the large and the small size - one for me and one for my son," the actor said.