In an interview with The Hollywood Reporter, Robbie, 28, revealed how her life had changed after starring in Suicide Squad — her first big budget action film.
"You're about to be in a comic book film; now here's the worst-case scenario of how big and scary it can get," Robbie told the magazine earlier this year.
"There's just all this stuff you learn along the way, like, when you get those death threats, it's [smart] to have a security team do a background check on whoever sent them to see if there is any past history of violence because you'll need to know whether you need security to go to certain events," Robbie told THR.
"And every time you do a background check, it's going to cost $2000, so take that into consideration when you're getting yourself into this.
"And it's like, 'OK, that's a different kind of career.' Because then you need to always do a job that can financially support that lifestyle; you can't just do indie films for the rest of your life because that film back there changed everything and now you have to be able to afford security."
Robbie told THR that she wishes "someone had explained a lot of those things to me early on".
"I wouldn't have resented the position I found myself in because I would've known what I was getting myself into."
Suicide Squad tanked with the critics but was a hit at the box office where it made almost $1 billion worldwide.
Critics savaged the movie but there was almost universal praise for Robbie's portrayal of Harley Quinn.
Rolling Stone said her "performance is the one thing this DC Universe disaster has going for it".
And Deadline wrote, "the real star attraction is Harley Quinn (Margot Robbie), the unhinged girlfriend of the Joker (Jared Leto). She is the one who is consistently watchable throughout, a gonzo spirit that Australian Robbie runs with".