The band's frontman Scott Ian credited their inclusion on the Catch The Throne album to one of the show's creators, Daniel Bob Weiss, who he has dubbed a "huge metalhead".
Bosses at U.S. network HBO commissioned a mixtape last year (14) which will feature bands sampling music from the hit programme and creating songs around the clips.
An earlier mixtape featured contributions from Common, Wale and Daddy Yankee, and now Anthrax have been added to the list of artists for the upcoming second release.
The band is due to visit the set of the show in Belfast, Northern Ireland to record some drums for the record, and Scott tells Metal Hammer magazine, "All of you out there who watch Game Of Thrones, much like me, probably think it's a very metal Tv show. And just know: the reason for that is that one of the creators (Daniel Bob Weiss) is a huge metalhead.
"I asked Dan, 'Hey man, what would be the possibility of us recording the drums for the next album in the throne room?' Like we bring a mobile studio and set up the drums, mic everything and record in here. He says, 'Oh my God, that would be the sickest thing ever. We know the guys that can make that possible.'"