The 21-year-old British actress said an interview with W magazine that Williams has been her "rock" throughout the ups and downs of the HBO show's success.
"Maisie and I have the purest form of true, true friendship," Turner said of the 20-year-old actress. "She's been my rock."
"We are kind of the only two people who know what it feels like to go through this very scenario from pretty much the same background, and ending up where we are and kind of finding ourselves as we go," she explained. "I think that's why people respond so well to our friendship, I guess. They see the true, pure love between us."
Turner and Williams play sisters Sansa and Arya Stark on "Game of Thrones," which will return for a seventh season Sunday.
The pair were just 15 and 14 years old, respectively, when the series debuted in 2011.
"This has been amazing and hard," Turner confessed in the May issue of InStyle.
"To have someone who understands what you're going through, who's the same age, who came from pretty much the same background -- that is so rare."
"We've had the same struggles in terms of dealing with body image and puberty and growing up in the public eye," she told the magazine.
"But I found my strength in her, and I think she found her strength in me."
Turner told W the new season will see Sansa explore her newfound power.
"Now that she's become a leader, she has Winterfell, she has her home, she has her brother [Jon]," the actress said.
"She's got to the point where she has that power that she's been longing for. And the ability to kind of hopefully bring the people that she loves back to her or create a safe haven if they do come back to her."
"It's more about her figuring out how to treat that power and how to surround herself with the people that are best for her," she added. "This season is about trust and loyalty."
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