Time’s up for yet another pivotal cast member on 24.

In a shocking twist on the show’s April 12 episode, former FBI agent Renee Walker — played by Annie Wersching — was killed by sniper fire shortly after a love scene with Kiefer Sutherland‘s Jack Bauer.

“I’ve known since the beginning of the season that this is what they wanted to do,” Wersching tells PEOPLE. “They really wanted Jack and Renee to get really serious in as much as you can in a show where you are trying to save the world at the same time. They wanted him to be in a good place with her and have that happen to her and have that be the catalyst to send him off completely on a bloodbath!”

In the end, Wersching was more nervous about her love scene than her death scene. “The actual filming of those days were kind of masked because Kiefer and I had to shoot this love scene. I was nervous enough about that, that I was like, ‘I get shot? Big deal! How I am going to deal with this part?’”

Adding to the onscreen drama, Wersching, 33, learned that she was pregnant with her first child the day after filming her two-day love-and-death arc. But since she filmed those scenes back in December, she’s had to hide the fact she knew Walker’s fate early on. “The big question is, ‘Well, what was it like running with a gun while you had morning sickness?’” says Wersching, who married actor Stephen Full last September. “And I was like, ‘Uh, yeah, that was hard. That was really hard!’”

Also tough was finding out last month 24 would end its run after its eighth season. “As an actor, I know roles go away,” she says. “You get another job. But as a fan, I’m just sad we won’t keep learning about what keeps happening in Jacks life and Chloe’s life. I’m sad that in the theoretical world of what keeps happening to them, that Renee isn’t off doing something is very sad.”

So what’s next for Wersching, who is due in August? The actress originally auditioned for a few fall TV pilots but says, “I was honest in that, ‘I would love to do your show, but I’m going to have a baby probably in the middle of when you’re going to start shooting!’ So … I’m taking it easy.”