The 30-year-old actor said he has always wanted to wear a hat when the team was shooting in Iceland and had discussed the matter, but it was all in vain, reported New York Times.
"It's been a big, big question in 'Thrones', about when they're up North, whether they wear headgear or not. It seems ridiculous in cold climates not to have your head protected.
The actor said the creators decided that distinction was the most important thing.
He added, "But trust me, no one wants a hat more than me.
Disclaimer: No Business Standard Journalist was involved in creation of this content