"Are you afraid?" asks Tyrion Lannister in the new promo. "You should be. You're in the great game now, and the great game is terrifying."
The teaser catches up with Daenerys, who is being led into Vaes Dothrak, and includes a brief glimpse of Ramsey Bolton before showing Sansa on the run with Theon Greyjoy after their daring escape.
Click through images of Game of Thrones actors:
Game of Thrones actors
'Game of Thrones' teases new footage of season 6: 'We deserve to die'
NEW YORK, NY - OCTOBER 08: (L-R) Actors Natalie Dormer, Keisha Castle-Hughes and Finn Jones attend Game of Thrones: A Panel of Ice and Fire during New York Comic-Con Day 1 at The Jacob K. Javits Convention Center on October 8, 2015 in New York City. (Photo by Michael Stewart/Getty Images)
LOS ANGELES, CA - SEPTEMBER 20: Actor Peter Dinklage, winner of Outstanding Supporting Actor in a Drama Series for 'Game of Thrones', poses in the press room at the 67th Annual Primetime Emmy Awards at Microsoft Theater on September 20, 2015 in Los Angeles, California. (Photo by Alberto E. Rodriguez/Getty Images)
LOS ANGELES, CA - SEPTEMBER 20: The cast and crew of 'Game of Thrones', winners of the award for Outstanding Drama Series', pose in the press room at the 67th Annual Primetime Emmy Awards at Microsoft Theater on September 20, 2015 in Los Angeles, California. (Photo by Mark Davis/Getty Images)
Kit Harington, and from left, Rose Leslie and John Bradley attend the "Game of Thrones" panel on Day 2 of Comic-Con International on Friday, July 25, 2014, in San Diego. (Photo by Chris Pizzello/Invision/AP)
NEW YORK, NY - APRIL 8: Kit Harington at Good Morning America promoting the new season of HBO's Game of Thrones in New York City on April 8, 2015. Credit: RW/MediaPunch/IPX
In this Tuesday, April 7, 2015 photo, actress Carice van Houten poses for a photo in Los Angeles. Van Houten plays Melisandre the Red Woman in the HBO series "Game of Thrones" which returns on April 12. (AP Photo/Richard Vogel)
Britain's Prime Minister David Cameron looks at a scene during a visit to the popular TV fantasy drama Game of Thrones television set in Belfast, Northern Ireland, Tuesday, April 7, 2015. Britain goes to the polls in a General Election on May 7. (AP Photo/Kirsty Wigglesworth, pool)
SYDNEY, AUSTRALIA - APRIL 10: A model of one of Daenerys Targaryen's dragons is seen at photo call to launch Game of Thrones Season 5 at the at Sydney Opera House on April 10, 2015 in Sydney, Australia. (Photo by Ryan Pierse/Getty Images)
SAN FRANCISCO, CA - MARCH 23: Actor Nikolaj Coster-Waldau attends the premiere of HBO's 'Game of Thrones' Season 5 at San Francisco Opera House on March 23, 2015 in San Francisco, California. (Photo by Justin Sullivan/Getty Images)
LONDON, ENGLAND - MARCH 29: Dean Charles-Chapman, Liam Cunningham, Kit Harington, Isaac Kempstead and Thomas Brodie-Sangster collect the Empire Hero Award for 'Game of Thrones' on stage during the Jameson Empire Awards 2015 at the Grosvenor House Hotel on March 29, 2015 in London, England. (Photo by Tim P. Whitby/Getty Images)
AUSTIN, TX - MARCH 20: Snoop Dogg attends HBO Game of Thrones Presents: Snoop Dogg Catch The Throne Event At SXSW on March 20, 2015 in Austin, Texas. (Photo by Daniel Boczarski/Getty Images for HBO Game of Thrones)
Britain's Queen Elizabeth visits the throne room at the set of the Game of Thrones TV series in Belfast's Titanic Quarter, Northern Ireland, Tuesday, June, 24, 2014. The Queen is on a 3 day visit to northern Ireland. (AP Photo/Peter Morrison)
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Turning its attention to King's Landing, the rest of the Lannisters are seen while the High Sparrow narrates: "We are sinful creatures. We deserve death. We all do."
Jaqen H'ghar ends the teaser with an ominous note to Arya: "One way or another, the gift will be given. One way or another, a face will be added to the hole."