The 29-year-old actress - who plays Daenerys Targaryen in the award-winning HBO series - had no problems stripping off for a scene aired in the most recent episode, which sees her emerge from a sea of flames with no clothes on.
She told Entertainment Weekly: "I'd like to remind people the last time I took my clothes off was season 3.
"That was a while ago. It's now season 6. But this is all me, all proud, all strong. I'm just feeling genuinely happy I said, 'Yes.' That ain't no body double. It's so exciting, very tingly-making. Every season I get at least one spine-chilling moment."
Meanwhile, Emilia previously revealed she has a specific way to get into character for her role in Game of Thrones - by listening to "gangster rap".