Headey is not the first Hollywood star to open up about her battle with mental illness.

The past few years have seen an increasing number of public figures talk freely about their own experiences of anxiety and depression, in an effort to encourage others to do the same and blitz the stigma that is still sometimes associated with mental illness.

Last year, Winona Ryder – one of the first celebrities to discuss her experiences of depression back in 1999 – said she wished people would stop being judged for exposing themselves.

“I’m so sick of people shaming women for being sensitive or vulnerable. It’s so bizarre to me,” she said. “I don’t regret opening up about what I went through [with depression], because, it sounds really cliché, but I have had women come up to me and say, ‘It meant so much to me.’ It means so much when you realize that someone was having a really hard time and feeling shame and was trying to hide this whole thing.”

Lena Dunham is another vocal advocate of speaking openly about mental health issues, a mission that has led her to criticise the way popular culture depicts women on medication for depression or anxiety.

“Lately I've been noticing that nearly every pop cultural image we see of a woman on psychiatric medication is that of an out-of-control, exhausting and exhausted girl who needs help," she wrote on Instagram last year.

“But guess what? Most women on meds are women who have been brave enough to help themselves.”

One in four people in the UK will suffer a mental health problem every year. For more information and support visit mind.org.uk.

“Before you ask, yes I'm OK”: Game of Thrones' Lena Headey reveals struggle with anxiety and depression in moving Twitter chat