Millie Bobby Brown has revealed that she felt "very disheartened" after missing out on a role in Game of Thrones.

The Emmy-nominated actress auditioned for the HBO show before she landed her signature role as Eleven in Stranger Things.

"I was very disheartened by the rejection, which is something that I tell everyone. This industry is full of rejection 24/7," the 16-year-old actress recalled on The Tonight Show Starring Jimmy Fallon.

"You get far more nos – a lot of nos – before you get a yes. I was auditioning for commercials, for anything really,” she continued. “I then auditioned for Game of Thrones and I got a no for that. Then that’s kind of when I was like, ‘Oh this is really difficult,’ because I guess I really wanted that role.”

Soon after, Brown auditioned for a new Netflix show called Montauk, which was later renamed Stranger Things, describing it as “one of my last kind of gos at this.”

She added: “Two months later, they got back to us and were like, ‘We’d love to Skype with you.' I Skyped with them and, you know, the rest is history, of course."

Brown's latest film, Enola Holmes, in which she plays the younger sister of Sherlock Holmes, is streaming now on Netflix. We recently rounded up 10 things you might not know about the rising star actress – including the fact that her first lead role came in the BBC America series Intruders.

What's your favorite Millie Bobby Brown role to date?