A source close to the show, which concludes its hit HBO run with the grand finale tonight, Sunday, May 19, told the British publication, "Lena and Jerome have not filmed together due to a bad break-up.
"They kept the full extent of it secret but it was a very turbulent relationship and it has been very awkward on set."
The Sun reported that Headey, 45, refused to appear on camera with Flynn, 56, after the split.
Scenes were reportedly planned to ensure they didn't meet after she requested it.
The Sun source claimed, "Lena has opened up to her trusted friends. She appears to have a genuine hate towards him."
On this, the eighth and final season of the fantasy series, Headey's character Cersei and Flynn's character Bronn have never been seen together despite the queen sending the swashbuckler on an evil mission for her.
As Bronn, Flynn simply explains the situation to other characters on camera.
Headey and musician husband Peter Loughran went through a nasty split in 2012.
She and Flynn then were allegedly in their secret romance that ended in early 2014.
Headey has moved on romantically, marrying director Dan Cadan in 2018.
The actress has known fellow Brit Flynn, who has never been married, a long time as they appeared together in 1993 in the TV series Soldier, Soldier.
Representatives for Lena and HBO did not comment when contacted by The Sun.