Emma joined the show in season three as movie star Madison Montgomery, who also happened to be a witch.
Speaking on the red carpet at television festival Paleyfest, Emma revealed she found it hard to keep her cool when it got dark.
“We do a lot of night shoots so we’re working until 4.00am in these old buildings in New Orleans and you are looking over your shoulder down the hallway sometimes.
“I’m so terrified at the thought of ghosts and movies like The Shining scare me so much and so I’m the person raving about ghosts and everyone is telling me to relax.
I’m the person checking under the bed and behind the shower curtain. There is nothing there but I’m terrified.”
Emma said joining the anthology series was a completely new experience but something she fully embraced.
“I jumped into American Horror Story knowing I would have to do stuff out of my comfort zone but I loved the character and the show so much it just made it fun. And it was challenging that as an actress I got to do stuff people would never expect of me.”
Emma, who is engaged to co-star Evan Peters, is yet to sign on for the fourth season, entitled Freak Show, but said she hopes to be back for it.
“Freak Show is going to be so cool. I loved that it is period and I love that every season goes from contemporary to period and that keeps it so exciting.”