In the 30-second clip named 'War', the HBO series gives a preview of the battles that will be fought between the kings of Westoros as well as the conflicts in the East.
"A man who fights for gold can't afford to lose to a girl," says Daenerys Targaryen (Emilia Clarke) in the video.
The show's producers David Benioff and Dan Weiss previously revealed that the third season will be "super-sized", as it will feature extended episodes.
Benioff said: "[It will be] a super-sized season, as befitting Storm of Swords. Last year we had a lot of 52-minute episodes. This year is a lot of 56, 57."
Earlier this month, Game of Thrones released 12 character posters for the upcoming season, including images of Cersei Lannister, Tyrion Lannister, Jon Snow and Robb Stark.
Season three of Game of Thrones premieres on March 31 in the US and will air in the UK on Sky Atlantic just one day later.
Photo gallery - Game of Thrones season three character posters: