The 27-year-old actress portrays Daisy Buchanan in Baz Luhrmann's adaptation of F. Scott Fitzgerald's classic novel and her character's wardrobe featured millions of pounds worth of precious gems, and she claims movie bosses were worried about them going missing.
She said: "I would be doing a scene, wearing these fabulous jewels from Tiffany's worth many, many millions.
"There'd be diamond bracelets on each arm, and diamond earrings, and rings, and strings of pearls around my neck. And I could see this guy in the corner watching me intently, in case I ran off with anything."
Carey stars in the film alongside Leonardo DiCaprio and Tobey Maguire and despite the excess and lavish partying depicted in the movie, she insists they were all "straight-laced" off set.
She added in an interview with the Daily Mail newspaper: "I had to feel as healthy as I could, because I had to look good in those dresses. I went to the gym, and ate well.
"We were a healthy pack of actors. Leo and Tobey kept themselves fit. In character, we were all drinking Moet; but off the set we behaved ourselves and were strait-laced in Sydney.
"There was the odd barbecue, but no partying around and going crazy. Leo set the tone and we all followed. Healthy was the key word."