In the second season of the HBO drama, the actress will reunite with actor Liam Cunningham (Ser Davos Seaworth), with whom she appears in the film Black Butterflies.
"It's so funny to work with him again," she told Vulture. "And this time, I get to throw him in a prison. But I better not say too much about Game of Thrones, or Mr HBO will kill me."
Van Houten admitted that she has not read George R R Martin's A Song of Ice and Fire novels, on which Game of Thrones is based.
"I have them all piled up in my room, so the instant I'm not busy, I can start reading them," she explained. "They're all waiting to be read. I probably die in some horrible way, and I just don't know it yet."
"Someone told me [Melisandre] died, but maybe that was people just f**king with me. I better read it quick myself, because all the fantasy geeks know more than I do, and I don't like that."
Game of Thrones will return on April 1 on HBO in the US and on April 2 on Sky Atlantic in the UK.