After saying his “heart was breaking” as he filmed his final scenes on Game of Thrones, Kit Harington has checked into a US therapy program to “work on some personal issues”.

Harington’s spokesperson confirmed the news after the New York Post’s Page Six reported the star had admitted himself to a “luxury rehab for stress and alcohol use”.

A source said the actor was also seeking help with “exhaustion”.

The centre chosen by Harington, 32, for his recovery is in Connecticut, said Page Six, which claimed the treatment costs over US$120,000 ($173,000) per month.

On Friday, the British actor was seen for the first time since news broke that he had sought treatment. In tracksuit pants and a flat cap, he left his private villa in the afternoon and spent an hour at the fitness centre owned by the rehab retreat.

Harington, who portrayed Jon Snow on HBO’s behemoth for 10 years, started his rehab stint ahead of the May 19 Game of Thrones finale – which earned a mixed response from fans –  his rep told People.

“Kit has decided to utilise this break in his schedule as an opportunity to spend some time at a wellness retreat to work on some personal issues,” a statement on behalf of Harrington said.

Harington is having psychological coaching and behavioural therapy to help him deal with and manage “negative emotions”, according to Page Six.

Harington has been open about the impact the end of Game of Thrones has had on him.

HBO’s Game of Thrones: The Last Watch documentary, released on May 26, included footage of him crying while finding out how the final episode would play out.

A Twitter clip of the moment drew 8.3 million viewers in two days. A screen shot from the documentary also showed him tearing up on set.

Harington (in one of his last scenes) told cast and crew GoT was his life. Photo: HBO

The pain was real, Harington said: he told Esquire in April shedding his Jon Snow garments for the last time felt like being skinned alive.

“I felt fine… I felt fine… I felt fine… Then I went to do my last shots and started hyperventilating a bit. Then they called, ‘Wrap!’ And I just f—ing broke down,” he said.

“It was this onslaught of relief and grief about not being able to do this again,” he added.

Harington with GoT’s Isaac Hempstead Wright and Peter Madden in 2011. Photo: HBO

The star has also spoken in the past about the emotional rollercoaster of his Game of Thrones role.

He told Variety his “darkest period” was when Jon Snow was killed on the show before being revived.

His mental health was jeopardised by intense speculation over whether he would return, said Harington, who in January 2017 was reportedly thrown out of a New York bar for drunkenness.

“That was a time when I started therapy, and started talking to people,” he said.

“I had felt very unsafe, and I wasn’t talking to anyone. I had to feel very grateful for what I have, but I felt incredibly concerned about whether I could even f—ing act.”

Harington, who can reportedly come and go from the rehab facility, has relied on his wife Rose Leslie, 32, for support, reports said.

Leslie, who played his first love Ygritte on Game of Thrones, wed Harington at her 12th century family castle in Scotland in June 2018.

Rose Leslie and Harington are greeted by well wishers at their 2018 wedding. Photo: Getty

“Thrones, it’s given me possibly my future family. It’s given me my wife, it’s given me friends for life,” Harington told US talk show Sunday Today in April.

“It’s got a character I love, I will love, more than any other character I’ll ever play.

“There isn’t a way of saying thank you to it enough. There never will be.”