Baladi, 45, plays lawyer Jimmy Lakewell in the BBC1 police corruption series, starring Thandie Newton as DCI Roz Huntley, which comes to an end on Sunday.
He told Good Morning Britain: "What's interesting is Roz Huntley's character, and how she's going to redeem herself, if that's possible - if she's not the culprit, the light of suspicion is shone on everyone.
"Even, I would say, (Supt Ted) Hastings (Adrian Dunbar) - who hasn't been considered as a suspect.
"I'm throwing that out there because I'm getting all the tension!"
He added: "It's never the obvious."
Baladi joked: "There are a lot of suspects, just because I'm bearded and swarthy."
The series, created by Jed Mercurio, has seen its number of viewers grow steadily since the show moved to BBC1 this year, with 8.5 million viewers.
The previous three series aired on BBC2, where audiences peaked at 5.6 million.