On the island of Dragonstone, formerly the ancestral seat of House Targaryen, Maester Cressen rushes along a beach holding a torch to light his way. Beneath the cliffs of the keep, a Red Priestess named Melisandre conducts a ceremony for her god, the Lord of Light. She calls for him to protect them from the darkness. Behind her are burning statues representing the Faith of the Seven, the religion widely worshipped in Westeros, and Melisandre offers them to her own god. She intones “The night is dark and full of terrors” and the crowd of onlookers repeat her words. King Stannis Baratheon allows Melisandre to burn statues, however, Maester  Cressen is outraged at the affront to his gods and fearful that Melisandre is leading Stannis into a war that he cannot win. Melisandre proclaims Stannis a champion of the Lord of Light, as he draws a burning sword from one of the statues. Melisandre predicts that a heavy darkness will fall on the world in the wake of the long summer and claims that the stars will bleed while the cold breath of winter will freeze the seas. Cressen asks Stannis’ advisor Ser Davos Seaworth, standing alongside his son Matthos Seaworth, to help him intervene. However, Davos says that it is not the right time. Afterwards, Stannis receives a letter from the capital of King’s Landing sent by the recently-deceased Hand of the King, Eddard Stark. The letter informs Stannis that he is the true heir of the Seven Kingdoms following the death of his brother King Robert Baratheon. At a meeting, Matthos Seaworth reads aloud from a letter that he has prepared stating Stannis' claim to the Iron Throne. Stannis informs that he will send copies of the letter announcing his claim to Lords throughout the realm. He details the incestuous relationship between the former queen Cersei Lannister and her twin brother Ser Jaime, challenging her son Joffrey Baratheon’s legitimacy on the throne. Stannis then rejects Ser Davos' appeal to consider an alliance with his younger brother Renly Baratheon or even with the King in the North, Robb Stark, who desires independence, which Stannis sees as Robb "stealing the Northern half of his kingdom." Cressen then stands and offers an apology for his actions on the beach before inviting Melisandre to share his wine. Having witnessed the contamination, Davos warns Cressen against his effort in trying to poison Melisandre. However, Cressen ignores the warning as he drinks out of the goblet first before handing it to her. Unbeknownst to Cressen, she is aware of what his is attempting yet with a smile she drinks the poisoned wine anyway. In vain, the Maester starts to bleed and then collapses on the floor to his death, while Melisandre is entirely unaffected by the poison. As she watches over the dying man, Melisandre informs that the fire burns the terrors of the night away as the red jewel in her choker pulsates with light.

Days later, Melisandre and Stannis arrive in the war room as Davos reports his success in recruiting Salladhor Saan, a pirate lord with a fleet of thirty ships. Stannis asks Davos if he trusts Salladhor, who replies that he’s never trusted the pirate, however, reassures his king that he will follow the scent of gold. As Davos leaves, Melisandre stops Matthos and whispers in his ear, which Stannis questions in private. She reveals that she had told Matthos that “death by fire is the purest death.” When questioned of her intent, she states only that it is true. Stannis then reports that his brother Renly, who is also vying for the throne himself, has 100,000 men and that he can’t take the capital without them yet also can’t defeat Renly in the field. Melisandre, however, claims to have seen the path to victory in the flames. Stannis reminds her that he has spoke her words and burnt the idols of the Seven already, as she circles behind him, undoes her robe and insists that he must give all of himself. He mentions his marriage but Melisandre reminds him that his wife Selyse Baratheon is sickly, weak and disgusts him. Melisandre adds that Selyse has given no sons, only stillborns and death. She then promises him a son through her. Stannis repeats the promise, and as she kisses his ear, he returns her kiss and lifts her onto the table, scattering the models onto the floor as his lust takes over.

Some weeks later, Melisandre and Davos travel to the Stormlands with Stannis to parley with his brother Renly. When the younger Baratheon arrives on the cliffs with his party, he feigns confusion over Stannis’ banner and jokes that the battle would be confusing if they both used the same sigil. When he asks Stannis why his version of the stag of House Baratheon is aflame, Melisandre explains that Stannis has taken the “fiery heart” of the Lord of Light for his sigil. She then admonishes Renly to kneel before the Lord’s chosen king. After a few barbs thrown by Renly, Catelyn Stark urges the rivaling kings to stop bickering and remember that they are brothers. Stannis counters that he would expect her to support his claim, as her late husband had, remarking that Lord Eddard’s integrity cost him his life. Renly insists that no one wants Stannis for their king, and adds that while Stannis never wanted friends: “a man without friends is a man without power.” Stannis declares that he will give Renly the night to reconsider, offering to name him as his heir until Stannis has a son, only if Renly strikes his banners before dawn. He insists that otherwise he will destroy Renly. His brother then reminds Stannis of his numerous supporters, assuring that they will make him king. Stannis then wheels his horse and rides away, as Melisandre warns Renly to look to his sins because "the night is dark and full of terrors."

That evening, Stannis asks Ser Davos to smuggle Melisandre ashore and says that it must be done in secret. At his request, Davos rows the Red Priestess into a cove below the cliffs of the coast and they enter a cave. Davos tells her that it is strange that her Lord asks her to work in the shadows, as she counters that shadows cannot live in the dark and are servants of the light. Melisandre then opens her robe to Davos’ astonishment, suddenly appearing heavily pregnant. Davos calls on the Faith of the Seven for protection. Melisandre tells him that there is only one god and that he only protects those who serve him. Davos’ lantern glows with increasing intensity, startling him as he backs along the wall of the cave. Melisandre lies down on her robe and begins to moan as something shifts under the skin of her belly. Her choker then glows bright red as she throws her head back, her moans and gasps intensifying. Davos looks on in horror as shadowy hands then grip her legs and a dark figure pulls itself free of her womb. The shadowy figure stands before them for an instant before exiting the cave. Following its birth, the shadow swiftly murders Renly Baratheon and Stannis takes control of the majority of his army. Stannis later sails on King’s Landing with his new forces, but Davos convinces him to leave Melisandre behind lest she be credited for his victory.

Several weeks later and following defeat, Stannis has retreated back to Dragonstone and is enraged with Melisandre for not foreseeing his loss during the Battle of Blackwater. He asserts that his perseverance led only to him being attacked from behind by House Lannister and Tyrell and asks why she did’t warn him if she can see the future in her flames. Melisandre insists that the Lord of Light only allows her glimpses and that Stannis cannot abandon the war because of a single defeat. Stannis accuses her of lying, knowing nothing about war. She asserts that she has been fighting far longer than he has. He then grabs Melisandre by the throat and begins to choke her as she holds her hands up and does not struggle. He asks her where her god is now and she responds that it is inside him. Horrified, Stannis releases her and she collapses to the ground. Stannis softens as she then informs that the war has just begun and that it will last for years. Thousands will die at Stannis’ command and he will betray his men, his family and everything he once held dear but that it will be worth it. She says that he is the warrior of light and will sweep aside all of the pretenders to claim his throne. Stannis is skeptical, but Melisandre leads him to a brazier and urges him to look into the fire. He informs her that he sees only flames, however, after a few moments Stannis stares at the fire in astonishment.

Some weeks later, after sailing through the Narrow Sea, Salladhor Saan's ship drops off Ser Davos along the shores of Dragonstone, confirming his survival from the Battle of Blackwater. Upon his return, he is escorted into the war room before King Stannis and Melisandre, who offer a lukewarm welcome at the sight of his arrival. Davos asserts that the war is not yet over and assures Stannis that he can keep fighting. Stannis says he already is but Davos counters him by asking how burning people alive is fighting the war. Melisandre then asks how Davos would deal with infidels and insists that she is not Davos' enemy, to which he angrily disagrees. Melisandre asserts that it was not her who defeated them on Blackwater Bay and had she'd been there in person, the tide could have been turned and Stannis would have won. Melisandre then adds that she, of course, was not there, because Davos convinced Stannis to leave her behind. As she inches closer to an increasingly aggravated Davos, Melisandre asks him if he can still hear the screams. She tells him that what she whispered to his now-deceased son Matthos before they left for battle was true. As she puts her lips close to Davos’ ear, she repeats her whisper: “death by fire is the purest death.” In a fit of rage, Davos then pulls out a dagger and tries to attack Melisandre but Stannis' guards stop him. In disbelief, Ser Davos witnesses Stannis ordering his guards for him to be seized and taken to the dungeons.

Some time later, on the shores of Dragonstone, Stannis sees Melisandre off, as she prepares to depart the island by boat. He is worried that now even she is abandoning him, but Melisandre assures him that she still thinks he is the Lord's Chosen, but she must travel to obtain something vital for his cause. Stannis says that he wants her, and that he also wants King Joffrey and Robb Stark dead, asking her to make "a son" again with him like the shadow-creature she conjured to assassinate his brother Renly. Melisandre informs him that creating a creature drains some of a man's life-force, and she fears that creating another would kill Stannis. Over his protests, she explains that what she is seeking is even more powerful than a shadow, and will change his fortunes in this war, but she needs a king's blood to do it. Stannis doesn't understand, but Melisandre implies that she needs to burn a human sacrifice who possesses king's blood as an offering to the Lord of Light. She can't kill Stannis himself to achieve this, but as she points out, "There are others with your blood in their veins".

Weeks later, Melisandre has traveled to the Riverlands in order to seek out the hideaway of the Brotherhood Without Banners, an outlaw group in Westeros that work against House Lannister. Upon her arrival, she meets with Brotherhood leaders Ser Beric Dondarrion and Thoros of Myr, both followers of the Lord of Light with the latter being a Red Priest himself. She at first demands to know what happened to Thoros' mission to convert the late King Robert Baratheon to the worship of the Lord of Light. After bluntly telling her he failed, Thoros asks that she be more open about her needs and that she refrain from speaking High Valyrian, as the rest of the Brotherhood cannot. Melisandre is then brought to into their cave and is shocked when she learns of the six deaths of Ser Beric, exclaiming that, as Beric’s priest, Thoros should not possess that kind of resurrection power. Melisandre then informs them that the Brotherhood has someone the Lord of Light needs. Soon after, she has her men take Gendry Baratheon into custody. Gendry protests but she hints at a higher purpose that he can serve. Gendry’s friend Arya Stark also protests, particularly when she sees that Melisandre has given the Brotherhood two heavy sacks of gold in exchange. She confronts the Red Priestess, calling her a witch, but Melisandre ignores the barb. She then grabs Arya’s face and intensely stares into her eyes, informing Arya that she sees many other eyes, of many other colors: eyes that Arya will shut forever. Before departing with Gendry, Melisandre informs Arya that they will meet again.

Traveling from the Riverlands and en route to the island of Dragonstone, a ship carrying Melisandre and Gendry pass through Blackwater Bay. Melisandre mentions the change of the landscape since the Battle of Blackwater, as they stare at the wreckage of Stannis Baratheon’s fleet that had been destroyed by wildfire several months ago. She asserts that her presence might have turned the tide of battle. The captured Gendry then mentions that all of his running and fighting has led him back to King’s Landing, even if in passing. Melisandre asks him if he misses the capital, his father’s house in particular, as he then replies with the fact that he’s never had a father. When she asks Gendry if he’s ever wondered where he got his strength and skills from, he dismisses the conversation stating that he’s a lowborn from the slums of Fleabottom. Melisandre is surprised to learn that he is unaware of his father's identity and explains to him that she and her mother both were slaves. She then encourages him in saying that his blood is noble. As they sail past the Red Keep castle, Melisandre then reveals to a shocked Gendry that he is the bastard son of the late King Robert Baratheon. She then asks him: “why do you think the Gold Cloaks wanted you?”

Some weeks later, Melisandre arrives back at Dragonstone with Gendry Baratheon in tow. King Stannis is less than impressed by the sight of the bastard boy, who is technically his nephew. Stannis is bemused when Melisandre orders Gendry fed, bathed and clothed. He believes it is pointless as they intend to sacrifice him, but Melisandre reveals it is merely a sham to keep Gendry feeling secure, in much the same way as keeping a sacrificial lamb from seeing the blade of the knife. Later that evening, in Gendry's quarters, Melisandre offers Gendry some wine as his hesitation leads her to drink from the goblet to assuage any fear of poisoning. As they converse about power and lineage, Melisandre starts to seduce Gendry and removes his clothing. Once she takes off her own clothing, Melisandre lays him down on the bed and straddles him seductively. The ruse carries on long enough to distract him until Melisandre then promptly ties him to the bed and to his surprise begins placing leeches all over his body to extract his royal blood. When Stannis and Ser Davos then enter the room, Melisandre explains to Gendry that Davos wanted a demonstration of the power in king's blood. She then removes the leeches from Gendry’s body and lights a fire in a nearby brazier and as part of a magical ritual. Stannis throws the leeches into the flames at Melisandre's direction, and recites the names of three people he wishes dead as they burn. The usurpers and rivaling kings: Joffrey Baratheon, Robb Stark and Balon Greyjoy of the Iron Islands.

Some time later, when arriving to the meeting room Ser Davos argues with Stannis again about sacrificing Gendry, but Stannis is convinced by Melisandre that using the boy as part of her blood magic will give him the power to destroy his enemies and claim the Iron Throne. When he doesn't get through to his liege, Davos takes matters into his own hands and frees Gendry from the dungeons, escorts him to a cove at Dragonstone and gives him a rowboat and directs him towards King's Landing. As result of Ser Davos’ release of Gendry, a furious Stannis  sentences him to death but Davos produces a letter they’ve just received from the Night's Watch informing them of the looming threat of White Walkers, a powerful and ancient race of ice creatures moving south from beyond the Wall. Davos insists that it’s Stannis' duty to assist the Watch, and that he will need Davos' assistance to rally troops and mercenaries. Melisandre burns the letter and acknowledges the truth: the War of the Five Kings is irrelevant and that the true war indeed lies in the North, as death is marching on the Wall. She also agrees that Davos has an important role to play. Stannis sarcastically laughs at the Red God’s sense of humor, noting that the god Davos likes to mock has chosen him for a higher purpose.

Some time later, at Castle Black, Jon Snow spars in the courtyard with some new recruits of the Night’s Watch before being summoned by Melisandre to meet with King Stannis atop the Wall. He questions the Red Priestess if she is cold, as she is dressed in unusually light clothing for the local climate, but she states that "the Lord's fire" lives within her. Melisandre asks if Jon is a virgin. Jon replies he is not, which she approves. Jon then meets with Stannis and Ser Davos, kneeling before the king. Davos states Jon’s loyalty to the Watch is considered dubious because of his time spent with the wildlings. Nevertheless, Stannis wants Jon to retake the North with the help of the wildlings, stating that he will pardon them and declare them citizens of the realm once the war is won. Stannis will give the wildlings their freedom if the captured Mance Rayder bends the knee and swears loyalty. He gives Jon until nightfall to convince the King-Beyond-the-Wall or he will be sacrificed. Unfortunately, Jon is unable to do so, as Mance intends to die with honor by refusing to bend the knee. Later that evening, Mance is marched out into the courtyard and Stannis gives him one last chance to save his life, but Mance politely refuses, staying true to his conviction and wishes Stannis “good fortune in the wars to come.” As Mance is tied to the stake, Melisandre lights it aflame. Queen Selyse watches with sick pleasure but Princess Shireen stares with horror. Unable to watch Mance suffer, Jon storms off. However, just as the fire begins to fully consume Mance, he is mercifully shot through the heart with an arrow by Jon from afar.

Some weeks later, Jon trains recruits in the practice yard as Stannis and Selyse watch, along with Princess Shireen. Selyse is worried that Stannis wishes Jon was his son, because she gave him only stillbirths and weakness, but he insists that wasn't her fault. Melisandre then joins them and appears to firmly take Stannis' side, declaring that the Lord of Light doesn't care about Shireen's greyscale disfigurement, and this doesn't change the fact that she has her father's blood. When Selyse departs, Melisandre discusses the coming battle to take Winterfell from House Bolton. She asks if Stannis intends to leave her behind as he did during the Battle of Blackwater, but Stannis assures her he won't this time. Afterwards, as the new Lord Commander of the Watch, Jon goes over paperwork with Samwell Tarly when Melisandre enters. In private, she entreats Jon to assist Stannis in retaking Winterfell and acknowledges that there is a greater war at stake against the White Walkers and their army of the dead. She asks Jon if he is on the side of life or death, undoing her dress and straddling him as she does so. Although clearly tempted, Jon refuses, citing his celibacy vow to the Watch. When Melisandre points out that he broke his vows once before, Jon asserts that he still loves his now-deceased wildling lover Ygritte. Melisandre adjusts her dress and leaves, but not before uttering the words Ygritte had always told Jon: "You know nothing, Jon Snow."

Days later, King Stannis informs Ser Davos that they will march toward Winterfell the following morning. Davos suggests waiting until Jon returns from his trip in order to recruit more wildlings, but Stannis decides against it, as any delay improves the Boltons' chances of winning. He also insists on taking Queen Selyse and Princess Shireen with them, however, Davos advises against this stating the tough road ahead provided the inevitability of harsh weather conditions. Regardless, Stannis insists that his wife and daughter are to march with them as he does not think they will be safe at the Wall, surrounded by the former criminals that make up the Night’s Watch. The next morning, Stannis’ army and entourage, including Melisandre, begin their journey towards Winterfell. Before their departure, Stannis speak with Jon and informs him that he hopes he knows what he is doing with regards to recruiting his former enemies, the wildlings, a decision that has created increasing tension with his fellow men of the Watch. As she departs, Melisandre and Jon stare back at one another.

Weeks later, Stannis and his troops make camp during a violent snowstorm as they continue their march towards Winterfell. Ser Davos meets with the king and informs him that forty horses died the previous night and more will die come sunset. He also reports that the Stormcrows, a hired sellsword company, have fled during the night. Davos advises in returning to Castle Black in order to wait out the weather since they do not have enough food. However, Stannis stubbornly asserts that they will not retreat to Castle Black because he will not risk being known as "the King Who Ran." He explains that as winter will soon arrive, they also run the risk of being stuck at Castle Black for years, during which the Boltons will regain their strength. Seeing no other way to convince Stannis otherwise, Davos leaves. Stannis then asks Melisandre if she is sure of their victory at Winterfell. Melisandre assures him, reminding him that he also saw the vision of his victory in the flames, but Stannis is not so sure what he has seen anymore. Melisandre reassures him that her visions will come true, but also states that another sacrifice, one with king's blood, must be made in order to ensure their victory, implying that they sacrifice Princess Shireen. Stannis is infuriated by the suggestion and orders her to leave.

During the night, Melisandre gazes intently into the flames of her tent's brazier. In the distance, several tents burst into flames and one horse screams as he runs away on fire. The following morning, it is reported that Ramsay Bolton and twenty men raided the camp, burning much of their food supplies, weapons and horses. Ser Davos notes that their situation is now dire as Stannis asks how this could happen. Davos insists the Boltons know the terrain better than they do, so it was easy for a raiding party to sneak into camp. Stannis instructs to slaughter the dead horses for their meat, which should at least buy them a little time. Afterwards, Stannis’ demeanor becomes grave, as he believes there is only one course of action to take. Stannis starts by ordering Davos to return to Castle Black to ask for more supplies. Davos is confused given he probably wouldn't reach them in time, and wonders why Stannis would send him instead of just a messenger. Stannis insists that it is because he needs his Hand to engage in diplomacy to win Jon over - but in reality, Stannis sends Davos away so he wouldn't be around to stop what Stannis was planning on doing next. Before Davos departs, he visits Shireen and gives her a wooden stag figurine he has been carving as a present. After his departure, Stannis then visits Shireen, visibly shaken but trying to speak to her kindly. With regards to a book she is reading, Stannis gravely states that sometimes the world forces a man to choose even if he doesn't want to and it isn't really a choice at all. Shireen says that if there is any way she can help she will, and he says that there is. They hug and he embraces her tightly and Stannis whispers "forgive me." Shireen then exits her tent as well and sees all of the soldiers gathered around. Coming to the front, she sees Melisandre in front of a wooden pyre and starts shouting to see her father, but is grabbed by soldiers who drag her to the pyre and tie her up. Her cries ring out through the camp, but no one intervenes. Queen Selyse then appears in the crowd. Shireen sees her and begs both of her parents to help, but they do nothing. Selyse insists aloud to herself that the sacrifice is what the Lord of Light wants while Stannis believes that if they do nothing, they will remain snowbound and all starve to death. Melisandre begins praying and sets the pyre on fire. Shireen continues to cry out and eventually Selyse, who only had a cold relationship with her daughter, suddenly breaks and begs to not go through with it. Soldiers restrain her, however, and she sinks to the ground crying in despair. Shireen's cries become even more frightened, but Stannis continues to watch even as Selyse sobs on the ground. As the flames begin to consume Shireen, she screams in agony, and eventually even Stannis cannot bear to look anymore as she burns to death.

Days later, as the storm has ended and the snow begins to melt, Melisandre is elated, as she understands this as a sign that the Lord of Light has accepted Stannis’ ultimate sacrifice. Although still guilt-ridden and in mourning over the loss of his daughter, Stannis prepares to march on and attack Winterfell. However, one of his generals informs him that nearly half of his men have deserted his cause with their remaining horses. Another soldier then urgently arrives with more bad news: Selyse has hanged herself out of grief for her daughter. Further into the woods, as he views his wife’s lifeless body, Stannis’ general reports that Melisandre has now also fled from the war. Some time later, a wearied-looking Melisandre arrives at Castle Black and is met by Ser Davos and Jon, who were in the middle of arguing over Stannis’ request for more soldiers. When Davos questions her about Stannis and Shireen, she says nothing yet her sorrow is manifest, all but confirming the demise of King Stannis, who marched onto Winterfell and lost the battle as well as his life. Melisandre hides the truth from Davos about her part to play in Shireen’s death. At a loss for words, Melisandre heads inside the castle, leaving both Jon and Davos horrified at the news. That evening, with Melisandre and Davos in bed, a small group from the Watch lure Jon out of his chambers, only to be shown a sign marked "traitor." They then take turns stabbing their shocked Lord Commander to death, as he then bleeds out alone in the darkened cold of the courtyard.