The actor, who played Tyrion Lannister in all eight seasons of the hit HBO show, stood by showrunners David Benioff and DB Weiss by calling the final season "extraordinary".
He told The New Yorker that ending a show is "like breaking up with somebody", adding: "I can’t speak for everybody, but my feeling is they didn’t want it to end, so a lot of people got angry."
Referencing the twist that saw Daenerys Targaryen (Emilia Clarke) turn into a dictator, Dinklage continued: "This happens. Monsters are created. And you don’t see it coming. We vote them into office. You look the other way. So for everybody to get upset because they loved a character so much and they had so much faith in that person – there were signposts all along the way for that character."
He added: "There are people who’ve named their children Khaleesi. You’ve just got to maybe wait until the series finale before you get that tattoo or name your golden retriever Daenerys. I can’t help you! I’m sorry. She went mad. She was driven to that, and she’s a victim as well in terms of how she was treated. She went through it, and she came out angry, as a lot of us do.
Dinklage, who is currently starring in Off Broadway musical Cyrano, said he remains "proud" of the show, which ended in May.
The show went on to win Best Drama at the 2019 Emmy Awards.
The backlash to the final season saw the launch of a Reddit campaign to get Benioff and Weiss's picture top of the search engine if you type in “bad writers”.
Several Thrones actors, including Nikolaj Coster-Waldau (Jaime Lannister) and Conleth Hill (Lord Varys), have jumped to the defence of the final season over the past six months.
However, Lena Headey, who played Cersei Lannister, revealed she was left feeling “gutted” by her character’s final scene.
Benioff and Weiss recently signed an exclusive deal with Netflix worth a reported £200m.
Find a ranking of every Game of Thrones character – from worst to best – here.