Proof that Nikolaj Coster-Waldau is one of the hardest working actors on the planet is that he filmed his latest movie, “Headhunters,” at the same time he was working on the first season of his hit HBO show “Game of Thrones.”

Complicating matters was the commute — it’s 700 miles, mostly over the English Channel, between Belfast, where “The Game of Thrones” was shooting, and the film’s Oslo set.

“There were some close calls, jumping in a plane the very last second,” the 41-year-old Danish actor tells The News.

He tried rushing to the airport in his “Game of Thrones” costume, he quips. “I tried. It’s not so much the armor, but it’s the sword. Getting out through security was a b—, I’m telling you.”

“Headhunters,” which opened in New York Friday, stars Aksel Hennie as a beleaguered Norwegian executive who resorts to stealing high-priced art to support his wife’s luxurious lifestyle.

Unfortunately, he picks on the wrong target: Coster-Waldau’s oily businessman with a homicidal streak.

The businessman makes the actor’s “Game of Thrones” character, Jaime Lannister — who threw a young boy out the window — look like a Cub Scout.

“He doesn’t have a problem with killing someone,” the actor says. “But he tries to be reasonable in his mind, anyway. Of course I would never kill anyone, you imagine what if.

“There’s something liberating about watching someone not following the rules.”

For this season of “Game of Thrones,” Coster-Waldau has had a lot more free time to film other projects — as Jaime rots away in a dungeon.

In the second book of George R.R. Martin’s “A Song of Ice and Fire,” on which this season is based, Jaime is in just one scene. So at least the show runners added a few extra sequences of him.

“It’s horrible,” Coster-Waldau says. “I love the character of Jamie. To not be in it for more than half the season is frustrating.”

If it were up to him, he’d spend every day of his working life on “Game of Thrones,” where the level of detail continues to astound him. If there’s a feast scene on the show, he says, the production department actually researches medieval recipes and then cooks them to put the actors in the moment.

“I’m sure it’s just week-old dead frogs, but it’s tasty though,” says Coster-Waldau.

It wasn’t until he started filming “Oblivion,” a sci-fi action film starring Tom Cruise, over the past few weeks that he realized just how big “Game of Thrones” has become on this side of the Atlantic.

Walking the streets in Louisiana, where the movie is being shot, he kept getting approached and hailed, even though he plays one of TV’s most despicable villains.

“No tomatoes [have been thrown at me\] yet,” he says. “One guy, though, I wasn’t sure.”