The Portrush native, who was in his thirties, died on Christmas Eve at his Belfast home, reports Belfast Live.
Dunbar also featured in other hit shows including "Line of Duty" and worked as a DJ.
Tributes from his colleagues and actor friends have been paid following news of his death, reports mirror.co.uk.
Pamela Smyth, Head of Crowd Makeup "Game of Thrones", told the Belfast Live: "Even among the thousands of extras that came through the crowd room on Thrones - Andrew always stood out."
Co-star and friend Andy McClay also told the publication: "Everyone always wanted Andrew. There was just something about him that was special. People always felt good around him, happy, excited for the day's work and there was always a lot of fun when he was around."
McClay continued: "I'd say most of us felt the same when we came on set, we wanted Andrew to be there, we'd search him out. He was like a gel that kept us all together.
"A lot of people plan to travel to attend his funeral; actors, directors, make-up and many, many more. Everyone who met Andrew loved him.
"He did a lot of different things, including working as a 'Game of Thrones' tour guide which he was brilliant at. He could have made it as a professional actor but he really wanted to do his art and DJ."
( With inputs from IANS )