The 29-year-old actress is the face of a fashion tie-in with French vodka brand Grey Goose in India.
She told IANS: "This is my first association with Grey Goose. It's a very famous brand from France and I have a little bit of French connection.
"It's about fashion which I anyway have a lot of relation with. I have quite an enigmatic style of fashion myself and it is a fun event, which has two things I enjoy the most: drinking and fashion."
Koechlin added that being a celebrity means that it is impossible to make bad fashion choices.
"I realise that actually one can't go wrong," she said. "Even if I wear kurta pyjama, they [fans] would be like, 'Wow! Kalki is really chilled out'. When I wear gown they would be like, 'Wow! Kalki is looking like a diva'. The limelight, the fame of a celebrity makes everything we do significant."
In May, she admitted cutting off her hair for Shanghai had made her feel "depressed".
Her husband Anurag Kashyap recently revealed that the star worked as a popcorn seller while studying in London.
Watch Koechlin in Shanghai below: