The 20-year-old actress is disappointed the television show - in which she plays Sansa Stark - is to end as it has been her "life" for seven years.
She told E! News: "I'm probably sadder than you guys are. It's been my life since I was 13, so I'm pretty sad about it.
"It's crazy when the show finishes I'll pretty much be the same age Kit [Harrington] was when he started ... which is crazy. I don't know what I'm going to do with my life."
Meanwhile, the 'X-Men: Apocalypse' star previously admitted fame forced her to "grow up faster".
She shared: "I definitely felt I had to grow up faster than I would have done. I'm very driven in terms of work, but I'm almost more playful and silly than my friends. I cling onto childhood.
"Having a cynical perspective is best; in this industry, there's just a lot of rejection. We all have that mentality, where we know we're expendable. We all just thought, this is a job. Try not to get fired."
And Sophie sometimes feels "almost embarrassed" about being in the public eye because she feels people "look down" on her.
She added: "I feel almost embarrassed by being in the public eye sometimes. I almost get the feeling that people look down on me because of it. If you're on a night out, they will definitely tease you for it."