Harington and Leslie tied the knot at Rayne Church in Aberdeenshire. She wore a full-length white wedding dress and he was dressed in a traditional morning suit.
The actors met in 2012 while filming the long-running saga in Iceland, where they were playing Jon Snow and Ygritte.
Their engagement was announced in The Times last year, and a wedding date of 23 June was posted at the Huntly registration office in Scotland.
The actress – whose full name is Rose Eleanor Arbuthnot-Leslie – is a descendant of Charles II and her family owns the 12th-century Wardhill Castle in Aberdeenshire, where the ceremony took place.
Her father said he was “thrilled” for his daughter as she prepared to marry her former co-star.
Guests lined the path as the couple left the church after the ceremony and showered them with flower petal confetti.
They got into an old land Rover Destroyer decorated with “Just Married” paper hearts and tin cans tied to the back.
Speaking outside the castle before the ceremony, Sebastian Leslie said: “We are absolutely thrilled for Kit and Rose to be marrying today.”
Co-stars Emilia Clarke, who played Daenerys Targaryen, and Peter Dinklage, who played Tyrion Lannister, were seen arriving in nearby Aberdeen on Friday.
Fans of the Sky Atlantic series had been gathering outside the castle hoping to catch a glimpse of the stars.
Two Chinese students, who are currently studying in Glasgow, brought flowers.
Yunyao Li, 23, and Qiong dan Xu, 23, said they were fans of Jon Snow.
“We would like to see him if possible,” one said.
The impressive castle where the wedding was held, complete with turrets and surrounded by countryside and woodland, can sleep 16 people in the main house but there are more properties in the grounds.
The castle’s website says: “This venue is ideal for those wanting to plan their own day without having to use a set format.”
And it adds: “The castle offers a superb backdrop for a marquee wedding on the lawn for your big day complete with floodlights to illuminate the castle whilst watching fireworks from the terrace!”
In an interview with Italian Men’s Vogue, Harington, who was born in west London to a playwright and a baronet, said it was easy to fall in love with Leslie.
Speaking of their time together on the show, he said: “If you’re already attracted to someone, and then they play your love interest in the show, it becomes very easy to fall in love.”