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Published 17:25 6 Jul 2016 BST
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Cox didn't let on which role he turned his nose up at, but we know he would have been perfect for it after his role in the Oscar-winning classic about the Scottish warrior hero.
But now with GoT becoming the biggest show on the planet and the cast on megabucks, it seems like he's regretting his decision a wee bit now.
Hindsight is a wonderful thing, but the 70-year-old X-Men actor admits it was a big mistake as he's now a Game of Thrones 'fanatic.'
He was asked if he'd ever like to appear in the hit series in an interview with Vodzilla when he dropped the bombshell that he's already rejected their overtures.
Well, stupidly, I turned it down in the early days because they didn’t pay enough money [laughs]. Now they have more money. And I was silly. I was silly, it was silly, because I’m a complete addict now. "But I don’t know what I could play. Maybe I could do – I mean, I just watched my friend Ian McShane, and I thought, ‘Ooh, Ian’s in it’, so I settled down to watch him. And I thought, ‘Ian did that?’ and immediately I thought, ‘God, they must have paid him well’, because I know Ian! [laughs] And there was Max von Sydow doing that character that he did, so in a way, it’s attracting certain people who do film, and, of course, I’ve got friends like Clive Russell and Liam Cunningham and Charlie Dance is an old pal, being in it and they had a great time in it. But I’m still waiting for the call for Game of Thrones and if they’ve got more decent money, I’ll be there!What could have been eh, Brian.

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