So, there are SPOILERS in this article. I do apologize but this is everywhere if you are keeping up with the show.

In recent months, there was some controversy when it came to filming this scene. Apparently Cersei walks from the Sept of Baelor which is technically a church. The city of Dubrovnik originally denied them access to filming this scene inside their church. However, they changed their mind and said she could film the scene through the city and on the steps of the church but she couldn’t step foot naked inside the church. The set coordinators are creating a church set on a sound stage where she will start there and then they will incorporate the other scenes of her walking through the city with that. Basically a mesh of the two scenes.

Apparently this past week, Lena officially finished filming for this scene.

According to dailymail:

Lena was filming the famous ‘walk of shame’ scene which sees the manipulative queen stripped naked and forced to endure the humiliation and wrath of the common people as she navigates her way through the streets of King’s Landing. 

As we can see from this photo, Cersei’s long flowing hair is gone and she is nude while covered in blood and dirt.

However, it is now led to believe that the woman you see above is not Lena Headey but instead a body double.

According to techtimes:

The actress reportedly vetoed any and all nude scenes. Instead, Headey will be filmed from the shoulders up in the scene, with a body double providing the rest. 

Now, I’m not complaining. That is totally fine. I’m just excited to see the scene and what it means for Cersei.

You can further read about the filming of the scene and why the scene is taking place here

You can also view the second article that speaks about the problems that came with trying to film that scene and how Lena requested a body double here (I’m sure this article gives a better description in explaining the difficulties with filming this scene than I did haha).