Early on in season one, the producers wrote out Kayla Ewell's Vicki when she was turned into a vampire and subsequently staked.
Speaking exclusively to Digital Spy, Dobrev - Elena Gilbert on the CW drama - said that fans "should be worried" about the rest of the characters.
"The audience should be worried about every character's well-being because it's up in the air - anything can happen," she said.
"When we first got the show, one of the directors on the show came up to us, sat us down and said to us, 'Just so you guys know, you've got to be on your best behaviour and don't get too attached.
"It's not Elena's Diaries, it's not Damon's Diaries and it's not Vicki's Diaries - it's The Vampire Diaries and anything can happen!'."
She added: "They wanna keep the audience on the edge."
The Vampire Diaries continues next Thursday at 8pm on The CW.
> Click here to watch our full interview with Nina