Rheon, 35, recalled the difficulty of filming the scene from the HBO series' fifth season during an interview with Metro.
"That was horrible. Nobody wanted to be there," he said. "Nobody wants to do that, but if it's telling a story then you have to tell it truthfully. They didn't sensationalize it or anything. It was very, very hard watching. It's a horrible thing that happens, unfortunately… It was the worst day of my career."
He continued, "Chopping someone's finger off, you don't really see it, and when you're doing a close-up, it's a piece of plastic. We're just acting, it's not real. Then something like that where you're in the actual reality of the situation is very difficult to deal with. It was a horrible, horrible day. This is something that we shouldn't even have to worry about, because it's something that shouldn't exist in this world but unfortunately it does."
HBO Sophie Turner as Sansa Star in Game of Thrones
Last year, Turner, 24, opened up about how the role of Sansa and the many difficult scenes she had to film depicting abuse and assault made her more aware of those issues.
"Initially, I didn't feel there was anything that stayed with me from all the things Sansa went through," she told Harper's Bazaar. "But though I think it hasn't affected me emotionally, I did start thinking about the domestic abuse and rape, and it spurred this little part of me that might be an activist."
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Nikolaj Coster-Waldau, who played Jaime Lannister, similarly opened up to The Times of London about some of the more graphic moments in the award-winning show, recently telling the outlet that his costar Emilia Clarke (Daenerys Targaryen) felt "degraded" by the rape scene she had to film for the opening episode.
"For Emilia to play that ... was really tough and degrading, because what that character goes through is horrific," he said. "She's sold to a guy who rapes her, but her way of getting through that is a massive journey, right?"
Game of Thrones concluded in May 2019 after eight seasons.
If you or someone you know has been a victim of sexual abuse, text "STRENGTH" to the Crisis Text Line at 741-741 to be connected to a certified crisis counselor.