"I needed to be completely independent from her as soon as I graduated high school," which included paying for her own college tuition and New York apartment.
And despite Madonna's strict rules, there are no hard feelings between the two of them.
Leon recognised her extreme privilege but appeared thankful her independence was so encouraged by her mother.
"I think my mum saw all these other kids of famous people, and she was like, 'My kids are not going to be like this'. Also, I feel like if your parents pay for things, then it gives them leverage over you."
When talking about her career, Leon said financially modelling is a "smart decision" and she enjoys being very hands-on with the campaigns she does but noted that one day she would like to earn a living outside of modelling.
"My mum is very insistent on making me think about what I want to be known for beyond my looks," Leon said. "That's not what I want people to remember me by. It's not real."
Luckily, the "Like A Virgin" singer's multi-talented daughter has a few talents she can further explore in the future, "I dance, I have a very specific sense of style, and I'm interested in aesthetics, so I like to incorporate all those parts of myself into my projects".
But Leon added there are two talents she isn't interested in pursuing right now. "I don't know how I feel about acting yet." She went on to say, "actors really annoy me and I can't be around them."
"As for music, I can sing," she said, but admitted, "I just don't care about it. Maybe it's too close to home."
When talking about her legendary mother, Leon was very honest in admitting her understanding of her mum's influence and figure of empowerment for women has come with age.
"I didn't fully comprehend that until I realised the importance of empowerment and what it means to be a woman. She's probably the hardest worker I've ever seen. I didn't inherit that, unfortunately. I inherited her control issues, but not her work ethic."
Leon has five brothers and sisters: a 21-year-old brother, Rocco Ritchie, and four adopted siblings: David Banda, 16, Mercy James, 15, and twins Estere and Stelle Ciccone, 9.
Leon is the only offspring of Madonna and her ex-boyfriend Carlos Leon, whom the singer dated between September 1994 and May 1997.