The latest episode of the HBO series saw Margaery allow her brother Loras (Finn Jones) to be with the high-ranking member of House Baratheon, whom she is married to.
Explaining her alter ego's motivations, Dormer said that Margaery has "no anger" about the situation because she knows the trio will be "strongest" if they work together.
"I think she's empathetic and understanding," she told TV Guide. "There is no malice, there is no anger toward Renly and his love for her brother.
"The family bonds between the Tyrells is incredibly strong. She has a lot of love and respect for Loras, and since Loras chooses Renly to love, I think she tries to be supportive."
She added: "I think that she genuinely sees that they can be a trinity and that they can work as three. They say that the strongest shape is a triangle, so I think she believes there is an exciting, plausible future of the three of them working together."
Dormer also jested that she thought it was "a bit cruel" to have her intimate scenes with Anthony scheduled for her first day on set.
"That was the first scene I shot," she revealed. "I was having a good laugh with the creators of the show, David [Benioff] and Dan [Weiss], that it was a nice initiation to Game of Thrones.
"It was a bit cruel that they had to schedule it that way, but they denied all knowledge of the scheduling. I hadn't met Gethin Anthony before, and obviously his being a veteran from the last season, he was very generous, very welcoming... which was much appreciated on quite a delicate scene to begin with."
Game of Thrones airs Sundays at 9pm on HBO in the US and Mondays at 9pm on Sky Atlantic in the UK.
Watch Digital Spy interview the season two cast below: