Hadid is a regular participant in the annual Victoria's Secret Fashion Show but admits she lacked real self-confidence until the "Diamonds" hitmaker allowed her to "walk any way she wanted" during her inaugural Savage x Fenty presentation last year.
"Rihanna's amazing," Hadid said during an interview at the Vogue Fashion Festival in Paris, France on Friday, November 15. "For me, that was the first time on a runway that I felt really sexy."
"When I first did Fenty, I was doing other lingerie shows and I never felt powerful on a runway, like, in my underwear," continued Hadid, who also returned for Rihanna's second lingerie show in September.
It was the relaxed nature of the presentation which enabled Hadid to embrace another onstage persona as she modelled the skimpy pieces.
"I like being another character," she shared. "I think at this point I don't necessarily love being myself sometimes. Sometimes on the runway you get either nervous or you forget how your legs move."
Hadid, 23, went on to admit self-confidence wasn't the only mental health issue she has struggled with since shooting to stardom as a teen.
"I feel guilty for being able to live this incredible life, have the opportunities that I do, but somehow still be depressed. It doesn't make sense," she explained.
Recalling some of her darkest days earlier on in her career, she admitted, "I would cry every single morning, I would cry during my lunch breaks, I would cry before I slept. I was very emotionally unstable for a while when I was working 14-hour days for four months straight as an 18-year-old. I think I just wanted to breathe a little bit."