The 'Video Games' singer explained that the way in which she behaves during a live show is often dictated by stage fright.
Del Rey said in an interview with Vogue Australia: "I love to take care of the songs – that's my natural place – then, when I get on stage that's not my element. Sometimes I kneel down because I am trembling, or touch the audience because I don't know what else to do.
"But the nice thing about the kids is that they feel bad for me, and pass me soft toys!"
Del Rey will perform at this month's iTunes Festival, taking to the stage at London's Roundhouse on Tuesday, September 25.
She was recently named as the new face of Jaguar and will also appear in her debut campaign for H&M this September.
Watch the video for 'Born to Die' by Lana Del Rey below: