The actor hinted that Gendry could be close to discovering that he is the illegitimate son of King Robert Baratheon (Mark Addy) now that the Gold Cloaks are hunting him.
Dempsie told TV Guide: "I think he would certainly be surprised [by the revelation], but he'd definitely have to believe it. He knows now that the Gold Cloaks are after him. One of the weird things about the series is that he never actually asks why.
"He's starting to piece together that whole thing... He knows that something's up and knows that he must be a point of interest for some reason, but I don't think he's got a clue. The truth would certainly answer a lot of questions for him."
Dempsie also said that he expects Gendry to keep secret the fact that Arya (Maisie Williams) is a girl, as the character is "a man of principle".
"I don't think Gendry has ever been given that level of responsibility before or ever felt like people trusted him enough to do that," he explained. "I think he looks upon her as a little sister now. That's something he's never really experienced before."
The ex-Skins star went on to say that he was grateful to have been cast in Game of Thrones given that he is not a natural fit for Gendry.
"The character breakdown described Gendry as tall and muscular with black hair," he recalled. "I was none of those three at the time. I thought, 'I could dye my hair and hit the gym, but I can't stretch my legs'.
"My friend is such a big fan of the books that even he didn't actually approve of my casting as Gendry. But it was a nice little vote of confidence."
Game of Thrones airs Sundays at 9pm on HBO. It is broadcast in the UK Mondays at 9pm on Sky Atlantic.
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