The season finale starts off with Melisandre at Stannis' camp who assures Stannis' of the Lord of the Light's fidelity, as the snow thaws. But Stannis is faced with other troubles as half of his men appalled by his sacrifice of his daughter have deserted his army with the horses. Stannis is alerted that his wife had taken her life by hanging herself. He is also told that Melisandre had also abandoned his camp. Stannis undeterred sets his sights for Winterfell. Stannis and his remaining soldier match for Winterfell. Stannis tired army are met by the much larger Bolton army, who make light work of Stannis' army. A defeated and wounded Stannis manages to see off two attackers. Tired and wounded, Stannis props himself on a tree and is accosted by Lady Brienne who informs him of her mission to avenge the death of Lord Renly Baratheon and then kills him.
Back at Castle Black, Jon Snow tells Sam of his experience with the White Walkers. The pair talk about his waning popularity, Sam implores Jon to send him, Gill and the baby to the Old town to become a Maester. Jon is however reluctant about losing his only friend but in the end he bids his friend farewell. Sir Davos tried to get Jon Snow to aid Stannis' quest but he refuses, just as Melisandre arrives at Castle Black with news of Stannis' downfall. Ollie leads Jon into an ambush set by Allister Thorne. Jon is stabbed over and over by the mutinous men of the Night's Watch.
Back at Winterfell, Sansa manages to free herself from the room she was locked in using a corkscrew, and makes her way for the tower to light the candle. She lights the candle but Lady Brienne is distracted by Stannis assault to notice. Sansa is found out by Reek and Ramsay's mistress. Reek comes to her aid and sends Ramsay's old mistress tumbling to her death. This happens as Ramsay's army make their way back to the city leaving Reek and Sansa no choice than to jump over the wall.
Arya seems to be making much progress with her training as she, taking another face kills S&M loving paedophile plunging a blade into eyes, stomach and back before slitting his throat. She returns to the House of the Black and White, Taqen condemns her actions telling her that only death can pay for life. Taqen pretends to take his life and ends up making Arya blind.
At Dorne, Myrcella and her Uncle take their leave. Myrcella gets a kiss from Oberyll Martel's mistress, a kiss that would prove to be fatal. Myrcella tells Jamie that she knows that he is her father. The two hug, but their newfound happiness is short lived as the poison starts to take effect with Myrcella bleeding from her nose.
Back at Meereen, Tyrion, Jorah, Grey worm, Missandei and the leader of the second sons count their losses. And set out to find Daernerys, Tyrion is asked to stay back along with Missandei and Grey worm to rule Meereen until they find the queen. Tyrion meets a familiar face, Varys, who offers his help in managing the city. Daernerys tries to get Drogon to take her back to Meerren but the dragon fresh off eating a large meal judging from the bones refuses to budge and instead takes a nap, leaving Daernerys to wander a bit on her own. She is found by a large group of Dorthraki horsemen.
At King's Landing, Cersei accepts the offer to confess her sins. She confesses to the High Sparrow, she confesses to incest to her cousin. She denies the charges of having children out of wedlock, accusing Stannis of spreading those rumours to justify his claim to the throne. She implores the High Sparrow to allow her to see her son, the King. She is then stripped and her hair cut off and made to walk back to the castle barefooted and naked. Cersei is taunted and pelted with with garbage, saliva and insults by the people. Cersei finally makes it to the Red keep sobbing and bleeding from her feet. She is then carried by a new member of the King's guard probably Mountain.