900-year-old Wardhill Castle in northeast Scotland, where the two British actors are due to wed Saturday.
The pair, who are both 31, met in 2012 on the set of the HBO fantasy series and the characters Jon Snow and Ygritte. Leslie left the cast in 2014 and currently stars in U.S. legal drama "The Good Fight."
The Times of London newspaper in September.
The bride's father, Sebastian Leslie, said he was "absolutely thrilled" about the wedding. He said "It's an absolutely lovely day for us."