She also posted the shot on Instagram and wrote: "Thank you @vanityfair and Annie Leibovitz who I had to beg to take this shot."
Vanity Fair fashion and style director Jessica Diehl said the shot was "very her".
"The whole attitude, the T-shirt, the slogan on the T-shirt - it just felt very real, with everything else being so surreal," she said.
The cover shot, showing Schumer in a red, sequin Calvin Klein Collection bodysuit, was a little more glam.
"There had to be some sense of humour in the glamorising, because [the glamorising] is not the point of her," Diehl added. "The point of her is not to be a red-carpet star - she does so much more than dress up for premieres or press circuits.
"We're not telling a fashion story - we don't have to stick to one look throughout," she continues. "And she's so multifaceted that if you put her in one box, you're really not telling enough of this whole person's story. Her voice is very zeitgeisty, and ballsy, and feisty, that it didn't seem she could be boxed into one concept."
Schumer also opened up in the mag about the devastating shooting which took place in a Lafayette, Louisiana movie theatre during a screening of her movie Trainwreck in July last year.
The gunman killed two women and injured nine others before killing himself.
While the 34-year-old acknowledges it clearly wasn't her fault, she says she felt "helpless and stupid" and wishes she never made the film.
"So my publicist told me. And then I put on the news. I was by myself in a hotel, and I was just like, I wish I never wrote that movie," she told the mag.
"I was laughing before I called [my publicist] back, because I thought it was going to be like a sex tape [had surfaced] or something. So I was kind of laughing," she said. "And then she told me there had been this shooting.
"I don't know. It's like when the Dark Knight shooting happened, and in Paris. The idea of people trying to go out and have a good time - you know, like looking forward to it? I don't know why that makes me the saddest," Schumer added.
- news.com.au