Actor and activist Nikolaj Coster-Waldau, who stars as Jamie Lannister on HBO's popular television series "Game of Thrones," said Sunday that President Trump made a "mistake" when he left the Paris agreement.

"He is the president and he ran on that, he is just following through on his promise. That's fine -- I think it was a mistake to pull out of the Paris agreement, I think it is a grave mistake," Coster-Waldau told host Joy Reid on MSNBC's "AM Joy."

The actor was appointed a Goodwill Ambassador to the United Nations Development Program earlier in the day.

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"And yes, I would hope that the president will listen to the overwhelming scientific proof that this is -- it isn't even a question if this is happening, it is about how bad it is going to get," the Danish actor added.

He acknowledged protesters who may try to persuade Trump to stay in the climate change deal when he goes to the United Nations General Assembly in New York this week.

Despite the U.S. pulling out of the agreement, Coster-Waldau said almost every country supports the agreement and a cooperative global effort to address the existential problem. 

"If we don't act, it will have catastrophic consequences for all of us for the future," he said, adding that it can no longer be denied. He noted "amazing progress" addressing the issue so far.

He also said "the reaction from the rest of the world was amazing," when Trump announced the U.S. would be pulling out of the deal earlier this year, such as the major U.S. cities that promised to continue to combat global warming.

"So this is not about one man, it is not even about one country, it is about the whole world. This is a global problem," he concluded.