Fans who watched season three saw the matriarch of the Stark family and her son Robb get brutally murdered during the Red Wedding massacre in the episode "The Rains of Castamere."
During an interview with Entertainment Weekly, Fairley confirmed that her character will not be coming back to the show.
"Yeah, the character's dead. She's dead," said Fairly.
Some fans were expecting her to return for the season four finale. In the third book of the series, A Storm of Swords, Catelyn is resurrected as Lady Stoneheart, a zombified assassin who is bent on vengeance. Fairley said it wasn't possible in the show's storyline.
"You respect the writers' decision. I knew the arc, and that was it. They can't stick to the books 100 percent. It's impossible -- they only have 10 hours per season. They have got to keep it dramatic and exciting, and extraneous stuff along the way gets lost in order to maintain the quality of brilliant show."