Jón Þór "Jónsi" Birgisson, Georg Hólm and Orri Páll Dýrason are currently filming their cameos in Croatia, but no details on their roles have been released.
This is not the first time that musicians have appeared on Game of Thrones. The series has previously cast members of Snow Patrol and Coldplay and in small roles. The National and The Hold Steady have also performed "The Rains of Castamere" and "The Bear and Maiden Fair," respectively, for the show.
Are you excited to see Sigur Ros on Game of Thrones? Who do you think they might be playing?