If you ask an actor about what it’s like to film a sex scene , one of the words they will inevitably use is awkward. Even if they know their co-stars really well, it is a vulnerable position to be in. "He was very considerate and made sure as much as possible that I didn’t feel awkward standing in front of people with your tits out," Leslie told EW, making light of the notorious cave scene in season 3. According to a 2016 interview with Vogue Italia , Harington and Leslie began dating while filming the second season of Game of Thrones in Iceland. So, by the time they were filming that scene in season 3, they were already a couple.