In an interview with Marie Claire, the Gossip Girl actress said that she became friendly with Wintour after they attended a runway show together.
"I was speaking with Anna Wintour and we were just talking about different fashion houses and I said, 'I love Chanel,' and she said, 'You should come with me to the show,'" Lively recalled.
"I also said I loved Dior. She said, 'Okay, well I'll take you to the Chanel and Dior shows and we'll meet with Karl [Lagerfeld] and John [Galliano] afterwards.' Insane!"
She added that the experience was especially thrilling as she has always had a passion for personal style.
"I've always loved fashion. That's why I don't use a stylist. It's such an expression of self," she said.
Lively recently admitted that she would like to pursue "riskier" roles in the future.