The Shape Of You singer will appear in the upcoming seventh series of the fantasy drama.
The show's creators David Benioff and DB Weiss spilled the beans during the South By Southwest Festival in Austin, Texas.
And Sheeran, 26, appeared to confirm the news by posting a link to a news story about his casting on Twitter and writing: "Guess the cat's out the bag..."
Speaking at a panel discussion, Benioff and Weiss said they had been pursuing Sheeran for some time, as Game Of Thrones actress Maisie Williams was a fan.
"For years, we tried to get Ed Sheeran on the show to surprise Maisie, and this year we finally did it," Benioff said.
Further details on Sheeran's role were not given.
The star would not be the first musician to make a cameo in the show - Coldplay's Will Champion and Snow Patrol's Gary Lightbody have appeared in previous episodes.
Game Of Thrones returns in July.