Margaery persuades the High Sparrow, the leader of the Faith, to release Loras if he surrenders his claim as heir of House Tyrell and joins the Faith. However, when Cersei fails to arrive for her trial Margaery deduces Cersei is plotting something and tries to convince the High Sparrow to evacuate the Sept of Baelor, but the High Sparrow refuses and has the Faith Militant bar the exits. Moments later, wildfire that had been ignited beneath the Sept on Cersei's orders explodes, and Margaery is killed in the explosion, along with all others present. Her death, and those of her brother and father, lead to Olenna to accept a proposal by the Sand Snakes (who currently lead the Reach's ancient rival, Dorne) in supporting Daenerys Targaryen's invasion of Westeros.

does queen margaery die in game of thrones?
yes