Maggie has already faced the deaths of her family members and her father Hershel losing his leg due to a zombie attack, but now her group of survivors are facing a war with The Governor.
Speaking to AMC, Cohan revealed that the writers tend to cater Maggie's traumas to her real-life emotional state.
"It's stressed me out a little bit, but I feel the writers are writing to my emotional self," she admitted. "I'm very good at being emotional like that. That's something they've probably recognised and written to, so it's been a very rewarding season for me."
The actress went on to say: "Fun is not something you think of when talking about the apocalypse, but it really has been enjoyable. If somebody is going through emotional gut-wrenching material, it's pretty serious.
"But if we have time and if we have to jump off a car and slash somebody's head open, we do have fun with that."
Cohan also expressed hopes that future episodes of The Walking Dead will feature more scenes between Maggie and Hershel (Scott Wilson).
"As much as I love the romance between Maggie and Glenn, I just really love seeing the father-daughter relationship done right on screen," she said.
"Maybe it's because I have two dads, I don't know - my mother remarried when I was about 7; my biological dad and I are very close and my step-dad and I are very close.
"My moral dilemma is always which one is going to walk me down the aisle, when the day comes."
The Walking Dead continues in the US on Sundays on AMC. The series airs in the UK on Fridays on Fox.