Cohan appeared earlier this season as Rose, a vampire who eventually died after being bitten by a werewolf.
Speaking to TV Line, Cohan explained that she liked the way her character's demise came after a romance with Damon (Ian Somerhalder).
"I thought it was interesting that they did that," she said. "I think that maybe Damon's not really supposed to be in an engaged relationship, yet Rose kind of woke something in him."
Cohan added: "I don't think it was love, but a new side of humanity, and that paves the way for a new kind of storyline for him, which is exciting. I really loved that scene at the end of [my final episode] where Damon stops on the highway and has this complete mental breakdown."
The Vampire Diaries airs on Thursdays at 8/7c on The CW in the US and on Tuesdays at 9pm on ITV2 in the UK.