Arya explains to her father that she will be chasing cats as part of her Water Dance training. Her instructor Syrio Forel told her that every swordsman should study cats, because they are quiet, light on their feet, and quick.
The next day Arya chases a cat through the Red Keep, attempting to gently catch it. The cat manages to evade her and runs down into the dungeons, causing Arya to stumble upon a secret conversation between Varys and Illyrio Mopatis.
Soon after Joffrey is assassinated, Margaery visits his younger brother and heir apparent Tommen in his bedchamber, hoping to befriend him before Cersei can turn him against her. She finds him in bed, but Tommen is too young for Margaery's previous tactics of sexual seduction to be very useful. Tommen's cat Ser Pounce then jumps onto the bed, however, and she warms up to him by discussing his pet. She calls him a "proper fellow" but Tommen gets a concerned look and says that Joffrey did not like Ser Pounce very much: once he threatened to skin the cat alive, and then secretly mix its innards into Tommen's food, so he wouldn't know he was eating his own pet. In contrast to Joffrey's pervasive sadism, Tommen cares about his pet cat.
In the books
In the A Song of Ice and Fire novels, Crown Prince Rhaegar Targaryen's daughter Rhaenys had a pet black kitten that she named "Balerion", after the mighty dragon of Aegon the Conqueror. When telling Eddard Stark about Rhaenys's death, Varys sadly commented about the cat that "Rhaenys liked to pretend he was the true Balerion, the Black Dread of old, but I imagine the Lannisters taught her the difference between a kitten and a dragon quick enough, the day they broke down her door." Rhaenys was killed by Amory Lorch when she was only two or three years old during the Sack of King's Landing, at the same time as her mother Elia Martell was being raped and killed by Gregor Clegane in another room of the castle, but no one knows what happened to the cat after she died. It is implied that her cat survived the downfall of the Targaryens and lived out the next fifteen years in the Red Keep during the reign of Robert Baratheon. When Arya is ordered by Syrio Forel to chase cats around the Red Keep to train her in agility (which occurs in the TV series in "Cripples, Bastards, and Broken Things") one of the cats she encounters is an incredibly old black cat who is mean to the entire Baratheon household, as well as the Lannisters. Once, when Tywin was visiting the Red Keep for a feast, the black cat jumped onto the table and snatched a roast quail right out of Tywin's fingers, and once clawed Joffrey's hand. This may very well be Rhaenys's cat Balerion, angered at the new residents of the castle who are responsible for the death of his original owner. George R.R. Martin was asked whether the aforementioned cat is Rhaenys's; he answered evasively "Could be".
In the books, Ser Pounce was actually one of three black kittens which Margaery gave as gifts to Tommen, to help gain his affection. The gift succeeded, as Tommen greatly enjoyed the cats. The other two are named Lady Whiskers and Boots.
The TV series changed Ser Pounce's backstory so that Tommen had him before he met Margaery. It also invented the specific anecdote that Joffrey threatened to skin Ser Pounce alive.
The reason why this is a change is, in part, because in the books Joffrey actually did kill at least one of Tommen's pets: Jacelyn Bywater told Tyrion that Tommen did have a pet fawn once, but the young Joffrey killed and skinned her, and used the leather to make a jerkin.
Joffrey had a frequent pattern of cruelty to animals in the books (which is actually one of the telltale signs of psychopathy), since he was old enough to walk and talk. When Stannis is informed of Joffrey's death, he recalls that once, when Joffrey was a little boy, one of the cooks in the Red Keep told him that one of the kitchen cats was pregnant. Joffrey then took a dagger and opened up the cat, because he wanted to see the kittens. Covered in gore, he then carried the dead cat fetuses in his hands to show his father Robert. When Robert turned around and saw this spectacle, he was so horrified and disgusted that he instinctively punched Joffrey so hard that, for a brief moment, Stannis seriously thought Robert had killed him. Cersei also mentions that event, claiming that Robert knocked out two of Joffrey's baby teeth. Instead of being upset and alarmed at Joffrey's cruelty, Cersei sided with him, and warned Robert that she would kill him in his sleep if he ever beat Joffrey again. Robert realized Cersei's threat was serious, so he never struck or punished Joffrey afterwards. When hearing about this incident years later, after being insulted by Joffrey, Tywin muses that letting Robert beat his son might have solved a lot of problems.
After he became king, Joffrey would shoot cats (and humans) with his crossbow for his own amusement. When Sansa is brought to him to be punished for her brother's deeds, she see a yellow cat dying on the ground, mewling piteously, a crossbow quarrel through its ribs. Joffrey winds an ornate crossbow that he used to shoot the cat, telling Sansa how he shot into a crowd of people that came begging for bread, hitting one of them at his throat and injuring another woman in her arm. The irony was that the sigil of the Lannisters is a big cat (contrasting with how the Stark sigil is a direwolf, and the Stark children care for their pet direwolves).
Joffrey's cruelty to animals is not limited only to fawns and cats: on one occasion, Tyrion and Littlefinger watch him shoot at hares, killing two but missing many. Joffrey's aim is so poor (he nearly shoots one of his own Kingsguard in the groin) that Littlefinger scoffs "the hares are winning" and advises Pod to invest in pots since the castle will soon be overrun with hares and they will be eating potted hare for every meal.
Thus while Joffrey's specific threat in the TV series to skin Ser Pounce alive and feed him to Tommen was not made in the novels, based on Joffrey's actions in the books, his comment to Tommen in the TV continuity was probably not an exaggerated or idle threat.
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