Carol tells Daryl she never told him she was claustrophobic; however, in S1E6, when entering the CDC, she asks Jenner if they are underground. Jenner asks Carol if she's claustrophobic. Carol replies, "A little." Jenner tells her, "Try not to think about it." Daryl is present at this revelation.
In the Audio Commentary features Norman Reedus, Melissa McBride, and writer David Leslie Johnson-McGoldrick. At 27 minutes and 11 seconds into the video, you can hear Melissa's stomach growl, which she says right after it happens.