The actors Gwendoline Christie, Alfie Allen and Carice Van Houten had to put themselves forward after network HBO backed some of their co-stars instead.
The fantasy series received a record-breaking 32 nominations ahead of the 2019 ceremony, despite its eighth and final season receiving mixed reviews from fans and critics alike.
Christie was nominated for best supporting actress in a drama series, Allen for best supporting actor in a drama series, and Van Houten for best guest actress in a drama series.
None of them were put forward by HBO, the US network behind the show, meaning they had to stump up their own entry fees to be in with a chance of making their respective shortlists.
According to The Hollywood Reporter, it cost them $225 (£180) each.
Christie was a long-time favourite on Game Of Thrones for her portrayal of warrior Brienne of Tarth, while fellow British actor Allen starred as Theon Greyjoy since the very first episode back in 2011.
Dutch star Van Houten appeared regularly as the witch Melisandre from the second season onward.
HBO did find time to put plenty of other Thrones favourites up for an award, including Kit Harington in the best leading actor in a drama series category for his role as Jon Snow.
Emilia Clarke, who played Daenerys Targaryen, was put up for best leading actress, and Lena Headey, Maisie Williams and Sophie Turner will battle Christie for best supporting actress.
Game Of Thrones has also been nominated for arguably the biggest gong of the lot, outstanding drama series, as well as in sound, visual effects, costume, make-up and casting categories.
It means show-runners David Benioff and DB Weiss could end up having the last laugh following the occasionally brutal response to the final season, with well over a million people signing a petition demanding it be remade.
Some suggested the possibility of a hostile reception from fans was behind an announcement that the pair would not be attending a Game Of Thrones panel at Comic Con in San Diego this month.
The show has been a regular presence at the annual TV and film convention, and some of its top stars will be present.
Benioff and Weiss had originally been set to attend, but the Game Of Thrones Twitter account recently said that they had pulled out.
© Sky News 2019