Financial winter is coming.

Actress Lena Headey, known for her royal roles as the sinister Queen Cersei in 'Game of Thrones' and Queen Gorgo in '300,' says she has "less than $5 in her bank account" and needs the IRS to kick things into gear with her refund.

TMZ got hold of legal documents showing Lena's estranged husband Peter Loughran is asking for half of their $46,000 refund from 2011 -- money that was technically allocated before she filed for divorce last year.

Despite starring on one of TV's hottest programs, Lena says she's living off of credit to feed the couple's 2-year-old son, so she's asking for $6,000 from the refund to help out. She says the payout from her work on HBO will be coming down the pike, but she needs the money sooner, rather than later.

Since last year's 'Dredd' (unfairly) underperformed at the box office, it looks like the HBO money will be her biggest payoff until '300: Rise of an Empire' -- the prequel to 2006's hit -- is released sometime this year.