The actress told the AMC blog that the scene in which her character Andrea loses her sister Amy (Emma Bell) was "emotionally upheaving".
"I've had quite a few nightmares about being chased by walkers," she confirmed. "I think it was so violent... doing that scene with Emma that I had a lot of disturbing dreams about that whole incident. It's hard for it not to stay with you."
However, Holden claimed that she had enjoyed filming the death sequence with Bell, calling it her "favourite scene".
"I think we were given two takes and there was just massive amounts of people and machinery all around us and we would lie there covered in blood, holding hands, and just connecting," she explained. "It sounds bizarre, but we created this bubble around us where nothing else existed or mattered. As dark and heartbreaking and awful as [the scene] was, it was a pretty special moment."
The Walking Dead airs on Sundays at 10/9c on AMC in the US and on Fridays at 10pm on FX in the UK.