A statement by the Time Warner-owned TV group said a "cyber incident" resulted in "the compromise of proprietary information," and that the company had contacted law enforcement and outside cybersecurity firms.
The statement did not indicate what was compromised, but several media reports said hackers obtained the script of a new episode of the award-winning fantasy series as well as unaired episodes of two other programs, "Ballers" and "Room 104."
"Any intrusion of this nature is obviously disruptive, unsettling and disturbing for all of us," HBO chief Richard Plepler said in a memo to staff.
"I can assure you that senior leadership and our extraordinary technology team, along with outside experts, are working round the clock to protect our collective interests. The efforts across multiple departments have been nothing short of herculean."
Some media journalists, including one from AFP, received emails from an unidentified address boasting of the breach and proposing unaired content from "Game of Thrones."