"The first pair of underwear I bought was really cheesy Disney underwear," people.com quoted Delevingne as saying.
"But I don't really like wearing underwear," she added.
Delevingne walked the runway at Rihanna's Savage x Fenty fashion show on Tuesday evening here.
Talking about her friendship with Rihanna, Delevingne said: "Rihanna has always been so lovely and such a good friend. I am awe of her and just so proud."
Rihanna picked Delevingne to be one of the models in her latest Savage show, which featured a dance performance with models wearing the brand's new designs.
"Everyone looked so gorgeous and was lifting each other up. It's so inclusive and is such wonderful feeling backstage. There's so much love involved. The way she makes people feel about music is special and loved, and that's exactly what she's doing with the show. It's different. I've never seen anything like this," Delevingne said.