The actress revealed that she believes her character Skyler is now "desperate enough to do anything", having learned the full extent of her husband Walt's (Bryan Cranston) criminal dealings.
"During the last couple of seasons it's like, 'Do I want to run away with the kids? Do I turn him into the police? What do I do?' It's a constant wheel that turns in her head," Gunn told Rolling Stone.
"When she realises that he was responsible for Gus Fring's death, that's the bottom falling out of her life.
"I don't think she cares about herself anymore - she's just thinking, 'How can I keep my kids safe?' She does not have the answer, but she's definitely looking for it.
"And you know what? She'd do anything to ensure that. She is desperate enough to do anything."
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Gunn went on to describe her approach to filming scenes with Cranston this season, explaining that the dynamic has become one of predator and prey.
"She's more terrified than she's ever been in this whole thing, because she doesn't know what he's capable of.
"In playing these early episodes, whenever he comes into a room that I'm in, there was a feeling of me wanting to move as little as possible, wanting to breathe as little as possible, almost like you're prey and you know somebody's looking at you through the crosshairs.
"That was the feeling of it: 'Maybe if I don't make any sudden moves, maybe if I don't speak too loudly, he won't do anything'."
Watch the cast of Breaking Bad discuss the fifth season with Digital Spy below: