Sia initially found fame "destabilising", so decided to conceal her identity when she launched her second bid for career success.
The 40-year-old singer is known for hiding beneath a black and white wig or hats with hair attached, and has only been seen without her disguises on a handful of occasions.
As she appeared on the Carpool Karaoke segment on The Late Late Show With James Corden on Tuesday night, Sia explained she decided to wear the hairpieces because when she became famous the first time around, she found it somewhat difficult to cope with.
"I only wear this just to try and maintain a modicum of privacy," Sia said. "I was a singer already for 10 or 11 years to mediocre success.