Macall B. Polay/HBO Cersei Lannister and the skull of the dragon Balerion.
One of the biggest threats to Cersei right now is Daenerys Targaryen, who has a larger army, even without Yara's Ironborn and the Dornish. Daenerys also has three dragons, and unfortunately for Cersei, there's not much known about how to kill the magical and violent creatures. But in episode two of this season, Qyburn (who seems to serve every position on the Queen's council now), shows Cersei an invention that might work.
Although there's no proven and concrete way to kill a dragon, here are some of the ways that dragons could be killed, based on knowledge from the books and the show.