High Priest of R'hllor

"The High Priest gave you a mission. Turn King Robert away from his idols and towards the Lord of Light"

- Melisandre to Thoros

The High Priest of R'hllor is a mentioned character in the third season.

Background
Prior to the start of the series the High Priest charges Thoros of Myr with the task of converting King Robert Baratheon from worship of the Seven to the faith of R'hllor.

Season 3
When Melisandre encounters the Brotherhood Without Banners she chastises Thoros for abandoning the mission given to him by the High Priest.

In the books
In the A Song of Ice and Fire novels, the High Priest of R'hllor is named Bennero, and resides within the city of Volantis