The 'Beautiful People, Beautiful Problems' singer was working with the iconic rock star on the track for her latest album 'Lust for Life', and she found it delightful to work with a legend with such a great attitude.
Speaking on World Cafe on National Public Radio, she said: ''Funny enough, I had wanted her to open the song -- 'cause, you know, she's Stevie.
''But she didn't want to. She wanted to take the second verse and step into it. So, yeah, she was full of surprises.
''She gave me a little golden diamond H, cause she always joked about how when I got older, I would live in the H and she would live in the W of the Hollywood sign -- turn it into a little A-frame house. I was like, 'Really? Let's do it.' ''
Lana admitted the session with the Fleetwood Mac star was memorable for all the right reasons, and she was amazed when Stevie took inspiration from her own vocal takes.
She added: ''I remember so many different things about that session. She wanted me to go in and do something at the end, like a little tag.
''I got on the microphone and I had, like, red-light fever because she was watching me. I said, 'That was bad, my voice was breaking.' And she's like, ''I like that it was breaking. I'm gonna try and do it like you now.''
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