"I still can't believe that I'm working with #jonsnow! Kit you're the best!!!" she wrote on Instagram, including a photo of the co-star embracing her.
The upcoming superhero film started filming over the summer and also stars Angelina Jolie, fellow "GoT" star Richard Madden, Gemma Chan and Kumail Nanjiani.
The movie is about "the saga of the Eternals, a race of immortal beings who lived on Earth and shaped its history and civilizations," per IMDB's synopsis.
"Eternals" marks Harington's first movie role following the epic (and divisive) finale of "Thrones."
He is set to play Dane Whitman/Black Knight while Hayek will portray Ajak, the leader of the Eternals.
Hayek told "Entertainment Tonight" that keeping her casting a secret was the hardest thing. "I've known for a long time. I've known since March," she said of the project. "We have to keep it a secret and it kills you. It's like the most amazing thing that can happen to you, but you cannot tell anyone."
"Eternals" is set for November 2020 release.