Melisandre isn't just a secretly old lady — she's "centuries old."
In HBO's "Inside the Episode" segment that aired right after the credits for "The Red Woman," showrunner David Benioff spoke about Melisandre. "There have been a few hints before that Melisandre is much older than she appears," he said. "[This is] going back to a very early conversation with George R.R. Martin about her: she’s supposed to be several centuries old."