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"Game of Thrones" star Jason Momoa -- who also played Conan the Barbarian in the 2011 remake -- is finally revealing how he maintains his insane physique ... sexercise.

Momoa -- who recently chopped his trademark locks -- was out in NYC last night when we started talkin' gym habits ... specifically, how do you stay in shape ... CrossFit? Pilates?

"I f*ck a lot" ... Momoa said.

Seems like it's working ...