Appearing on the 'Zach Sang Show', Sia said: "I mean, as soon as I met Maddie I felt this extreme desire to protect her, and I think that it was part of my own healing, and I felt this extreme compulsion to protect her.
"The irony is that I didn't want to be famous and I threw this child into the spotlight. She would say to me, 'Don't be silly, I was already famous and I wanted to be famous.' And I would say say, 'And you know, it can stop at any time, right? If you want it to stop, I can make it stop. You can just go back to being a normal person again.' But she just said, 'No, I love performing. I love dancing, and I love acting so much.'"
The 44-year-old singer - who has two teenage adopted sons and recently became a grandmother - decided that the best way to keep her safe was to keep her busy.
Sia went on to recall the time Weinstein invited Maddie on his plane and how she begged her mom Melissa not to let her get on it.
She continued: "So I thought, how's a good way I can keep her safe is just keep making projects for her, and therefore most of the time we're working together - and you know I kept her off a plane that Harvey Weinstein tried to get her on.
"I know there's times where my insight has really made a difference, like kept her safe ... Yeah, that was really disgusting ... When he invited her, that's when I called, I told [her mom] Melissa, I had to. I just said, 'Please don't, do not do that, do not do that, do not do that.'"
Weinstein is currently serving a 23-year sentence for rape and sexual assault after being convicted in February.
Meanwhile, Sia also dissuaded Maddie from taking on a movie role because she felt the part was inadequate for her and the flick didn't have a "good co-star".
She added: "Even recently, she was offered a part in a film and I felt that the film wasn't good enough for her, and so I called Melissa, and was like, 'Please don't do this, like this isn't good for her career. It's not good for her long term credibility. This is not a good co-star to be in a movie with. So I just try and help guide.
"I can be a pain in the butt. I think her manager thinks I'm a real pain in the butt, I'm sure."