The actor told The Times he has gone for the role of a slave who leads a rebellion “like Spartacus”.
He said: “Every scene is a bloodbath. Frankly I think I’m cut out for that.”
Allen also revealed he had previously auditioned for the part of his son Alfie’s on-screen father but said he deliberately failed the screen test.
He told The Times the offer was “a bit cheesy, a bit obvious” so he “did a rubbish audition”.
The epic tale of treachery among a series of families vying for power in a medieval-style world is currently on its fourth series - shown on Sky Atlantic in the UK.
Alfie Allen, who plays Reek in the show, has appeared in every series.
The show could have been even more of a family affair after Allen’s daughter - and Alfie’s sister Lily - was approached to play his on-screen sibling Yara.
She told fans she turned down the role because she “felt uncomfortable” with a storyline featuring incest.
Other famous faces in the current cast include Lena Headey, Charles Dance, Aidan Gillen and Diana Rigg.