"I wanted to meet him because I wanted to ask him how to be a more effective activist. Of course, I was fascinated with him," she said.
In an interview with 60 Minutes at her home in the south of France, Anderson said she was "valuable" to the Melbourne-born Assange "because I think people think he's a computer screen and I humanise him."
She said she visited Assange for "three to four hours at a time".
"I'm exhausted when I leave but I've got a stack of notes," she laughed.
When asked directly by reporter Liam Bartlett what sort of relationship she had with Assange, Anderson replied: "We like to call it a romantic struggle. It is to educate the world."
The enigmatic Anderson said the pair's relationship wasn't about "holding hands".
"We don't have a romantic relationship like that, but I feel very close to him. And I feel closer to him than a lot of people have and he trusts me."
After initial confusion about the identity of Australia's Prime Minister, Anderson urged Scott Morrison to intervene in Assange's case.
Anderson addressed the PM: "Defend your friend, and get Julian his passport back, and take him back to Australia and be proud of him. And throw him a parade when he gets home."
Now living in Cassis in the south of France with her boyfriend, French World Cup soccer player Adil Rami, Anderson admits to having a famously chaotic romantic history, saying she seems "to pick the same kind of men".
She married rocker Tommy Lee — she famously wore a bikini to the ceremony — in 1995 before a nasty split in 1998. The couple had two sons together, Brandon and Dylan.
In 2006, Anderson married Kid Rock, but they couple split shortly after. The following year, Anderson married Rick Salomon but they called it quits months after. Six years later, Anderson and Salomon remarried in 2014 but divorced in 2015.
"I mean, I love to be married, Anderson told 60 Minutes. "The marriage part is difficult, but I love the weddings ... I think, yeah, maybe once should have been enough for me."
The stunning star, who has graced the pages of Playboy numerous times, defended the controversial magazine as "empowering" but dismissed the Me Too movement.
"I'm a feminist, but I think that this third wave of feminism is a bore," she said.
"I think it paralyses men. I think that this Me Too movement is a bit too much for me. I'll probably get killed for saying that."
Referring to the Harvey Weinstein scandal, Anderson appeared to defend the disgraced mogul. She said mother had taught her "don't go to a hotel with a stranger".
"If someone answers a door in a bathrobe and it's supposed to be a business meeting, maybe I should go with somebody else," Anderson told 60 Minutes.
"I think that some things are just common sense. Or if you go in, get the job," she laughed. "I'm Canadian, I'm going to speak my mind, okay?"