Marching celebrities also included TV presenter Claudia Winkleman, actress Meera Syal, singer Billy Bragg and chef Delia Smith. Actor Patrick Stewart was among those to sponsor coaches bussing marchers to London while James Corden tweeted images from the march and voiced his support.
The Put it to the People event, which has called for a second referendum on Brexit, saw marchers walk through central London. It ended with speeches from politicians including Labour deputy leader Tom Watson, London mayor Sadiq Khan and prominent Conservative Party politician Michael Heseltine.
Headey, 45, posted an image from the protest to Instagram with the caption: “Let’s have a think shall we.”
Corden tweeted, “Some of these people may have voted Leave last time, some of these people may not have voted at all. But All of them believe that what is happening now in Britain isn’t what they were promised and is a potential disaster for generations to come.”
The march, one of the biggest ever in British history, comes as more than five million people signed a petition to halt Brexit.
The EU last week agreed to give the UK more time to decide on its departure strategy after the House of Commons twice voted against Prime Minister Theresa May’s proposed exit deal. The UK now has until April 12 to come up with a plan or face exiting without a deal, three years after deciding to leave.
UK media remains dominated by Brexit-related news with the powerful right wing press, including newspapers owned by Rupert Murdoch, continuing to push a ‘hard-Brexit’ agenda.