The actor recently brought back the Kazakh journalist for sequel Borat Subsequent Moviefilm which once again saw him deceive multiples figures through various guises and false pretenses.
But 44-year-old Fisher, who shares three children with her husband, can only sleep at night if she's left in the dark.
“I'm lucky in that I'm not privy to the information usually until it happens, so I don't see that he was at a gun rally until he's home safe.
“I think he's learnt the hard way that if he gives me the information up front, that I put the kibosh on it,” she told the Herald Sun.
Fisher added: “I find out what's happened afterwards, and that's how I can sleep at night, otherwise I'd be too worried.”
Baron Cohen's escapades as the character in the sequel took him to a gun rally under the disguise of music act "Country Steve".
The 49-year-old later shared footage from scenes that weren't included in the film of him having to make a quick escape from the "March for Our Rights" rally in Washington after being chased off stage once he was rumbled as a spoof act.
He had encouraged the audience to sing along to racist lyrics in a song about the coronavirus.
Baron Cohen had to ran from the stage to his getaway vehicle, a private ambulance, holding the door shut to prevent angry far-right attendees attempting to make their way inside.
— Sacha Baron Cohen (@SachaBaronCohen) October 27, 2020
He's also shared that he wore a bulletproof vest under his costume for the scenes.
Writing in Time, he said: "Under my overalls, I was wearing a bulletproof vest, but it felt inadequate with some people outside toting semiautomatic weapons.
“When someone ripped open the door to drag me out, I used my entire body weight to pull the door back shut until our vehicle manoeuvred free."
Watch: Sacha Baron Cohen shares footage of scary escape from gun rights rally