Skrein will play Daario Naharis, the captain of the mercenary group Stormcrows, reports Winter Is Coming.
Anderson will play Grey Worm, who is the leader of slave soldiers the Unsullied.
Skrein has appeared in two films this year, Piggy and iLL Manors.
Anderson previously appeared in Showtime's series Episodes and 2008 movie Adulthood.
Season three of Game of Thrones will air on March 31, 2013.
Watch the trailer for iLL Manors below: