Here's "Game of Thrones" star Alfie Allen -- aka Theon Greyjoy -- rockin' a NY Jets hat in L.A. this week. 

When pressed about his favorite player on the Jets, Allen didn't know a damn thing about the NFL team and instead jokingly named soccer legend Thierry Henry

There's only one explanation -- George R.R. Martin, the mad genius behind 'GOT.'

Martin's a huuuuge NY Jets fan -- die-hard -- and often blogs about how his team drives him absolutely crazy. 

So, here's the theory: Allen's going Green to kiss Martin's ass so he won't kill off his character ... because as EVERYONE knows -- no one is safe on that show. 

Will the hat work? New season starts Sunday, so we'll find out soon enough ...