The 34-year-old television presenter was asked to take to the decks at a fashion show after party hosted by designer Karl Lagerfeld, but after just ''six minutes'' of entertaining the audience the 43-year-old supermodel had her replaced with another DJ.
Speaking on Sean Evans' YouTube series titled 'Hot Ones', the model said: ''So I burnt all my CD's and I picked out a playlist and I went on, and then Kate Moss came over and was like 'Hi I'm Kate Moss', I was like 'Hi nice to meet you.' And she said 'I've arranged for someone else to takeover because you're really bad at DJ'ing', and I was like 'Okay fine, understood.' So I lasted about six minutes.''
Alexa relocated to New York in 2009, but the star has hailed the UK for better style because she believes people are encouraged and ''celebrated'' for their ''eccentric'' dress sense.
When asked what country has the best fashion sense, she said: ''England. I think there's room for irreverence and quirkiness in Britain. Or it's celebrated when people are eccentric, this is going back from King George or something. People like it when you're a bit weird. Whereas in America there's safety in uniformity. It's still interesting over here but it's slicker.''
And the star has revealed she gets ''fewer looks'' for dressing ''like a freak'' when she is in London.
She added: ''And you get fewer looks for dressing like a freak in London.''
Alexa - who was scouted at the age of 16 years old - has admitted there are pitfalls in the fashion industry, and she finds the ''power dynamic'' between the model and the photographer ''creepy'' and ''weird''.
Speaking about the obscure side to the business, the fashion designer - who launched her own eponymous fashion label earlier this year, and has previously created a range for Madewell and Marks and Spencer - explained: ''Photographers being creepy. There's always just a little bit of a weird transaction, it can't not be. Because you are being observed and captured for a purely visual asset. So that power dynamic is always going to be weird. It's the language they talk, like' that's good, yeah I like that'. It's just a little bit weird.''
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