The Dothraki language is a constructed fictional language in George R.R. Martin's fantasy novel series A Song of Ice and Fire and its television adaptation Game of Thrones, where it is spoken by the Dothraki, nomadic inhabitants of the Dothraki Sea. The language was developed for the TV series by the linguist David J. Peterson based on the Dothraki words and phrases in Martin's novels.

do they speak a real language in game of thrones?
no