The actress plays Marie, the sister-in-law of Walter White (Bryan Cranston), on the AMC drama.
Brandt told Digital Airwaves: "I throw this out there frequently, but pretty much every year I ask [series creator] Vince Gilligan for Marie to get a gun. I would love to see her get in on the action."
However, Brandt claimed that she has loved "being surprised by the writers" throughout the show's previous three seasons.
"At the end of the show, I really just want all of [the characters] to have their journey, whatever that is," she said.
Brandt also revealed that the fourth season of Breaking Bad will see Marie adjusting to changes in her relationship with husband Hank (Dean Norris).
"He's just out of the hospital [after being shot] and they're having a hard time," she said. "I think they have their roles in their relationship, and I think him not being the able man that he was is tough on her."
Breaking Bad creator Vince Gilligan recently suggested that the show could end after five seasons.
Breaking Bad returns to AMC this Sunday at 10/9c.
> Breaking Bad exec: 'The show is about karma'
Watch a trailer for the fourth season of Breaking Bad below: