The singer confessed that she felt "good" about her performance on Saturday Night Live, despite criticism from the media and fellow performer Juliette Lewis.
Speaking to Rolling Stone about the performance, Del Rey said: "I actually felt good about it. I thought I looked beautiful and sang fine.
"There's backlash about everything I do. It's nothing new. When I walk outside, people have something to say about it."
She added: "It wouldn't have mattered if I was absolutely excellent. People don't have anything nice to say about this project. I'm sure that's why you're writing about it."
Fame Academy's David Sneddon - who worked with Del Rey on her debut album Born To Die - recently defended the star from claims that she is manufactured.
> Lana Del Rey currently outselling Top 10 with debut album 'Born To Die'
Watch the music video for Lana Del Rey's 'Born To Die' below: