I'd say a true atheist, 100% true to their beliefs, I'd say nope. That's what they believe.
If someone was atheist, sort of, like a "Jack Mormon", I'd say they definetly have some doubt and a little bit of a scare.
Just for the heck of it, say a Christian, Catholic, Buddist, whatever religion you pick, was just about to die, I'd say some might have a little self doubt somewhere in the back of their mind. Some wouldn't. It depends on the individual.
You weren't trying to generalize ALL atheist were you?