The presenter and model explained that she likes to "express herself" without using illegal substances.
She told Elle: "I'm too much of a show-off not to have done all this. I'd have been a nightmare otherwise. Imagine if I hadn't had a way to express myself.
"It's why I don't do drugs. I've never even tried coke. My friends are like, 'Alexa, no!' I would be a real problem."
Chung also said that although she feels fortunate to have her career, it isn't her whole life.
She explained: "I don't take it as seriously as people think. It's something I fell into - I very much see it as being lucky.
"I've never had any long-term plans. It's not like I have things I want to achieve."