Vice Admiral Amilyn Holdo is last seen on board her ship before devastating the enemy fleet in an apparent suicide attack to allow her comrades to escape.
Her death is not seen on screen and a fan theory has emerged speculating that she could have survived in an escape pod.
Dern said: “This is the message to send to the world: I am absolutely comfortable with that theory. I’m thrilled to be a hero but I remember a long time ago, someone saying, ‘No one dies in space’.
“I’m eager to learn about the future — or the past — of this character only because I loved playing her so much it would be heartbreaking not to have an experience of playing her again. Whether or not there’s an escape pod — unfortunately I’m not the one that knows!”
Dern, 51, who also stars in TV show Big Little Lies, described her experience in The Last Jedi as “totally incredible”. She said: “From the moment the seven-year-old in me wakes up and you’re having lunch in Hollywood with [director] Rian Johnson, an independent filmmaker you really like, and he starts talking to you about having written a role for you in something, and talks about the complexities of the character ... I listened and I was interested...
“I said, ‘This is very abstract and other-worldly...’ and he said, ‘Yes — it is Star Wars!’ Everything about it was magical. On set, you’d be having a tea break and Chewbacca would come over and give you a hug.”
Star Wars: The Last Jedi is out on digital download, 4K Ultra HD, Blu-ray and DVD on April 9