Shulman, who lives in Queen's Park, London, said: "Men can't have it all either - but maybe they're not trying to. I don't know why women have created such impossible standards for themselves.
"Maybe it's over compensating: If you've come from being judged basically on your marriage ability and emerged from that through a lot of fighting maybe you think you can do everything. Well I'm a full believer that you can't."
Shulman announced that she would be relieving herself of her duties at Vogue UK in January this year after 25 years at the magazine.
In her statement, Alexandra, 59, admitted it was "hard to find a rational reason to leave" but she "wanted to experience a different life."
The tenure of Shulman - who lives in London with her son Sam, 21, and her partner, writer David Jenkins - at British Vogue has been marked with various iconic issues of the magazine.
Nicholas Coleridge, managing director of Condé Nast, the magazine's publisher today said: "Alex has been the longest-serving and most successful editor of Vogue in its 100 year history."
One of her most famous coups was having the Duchess of Cambridge, Kate Middleton, pose for the June 2016 cover - after revealing that Kate had initially turned down the request to be a Vogue cover star.
"Probably every magazine in the world had asked her if she would be on the cover, I should think," Alexandra said.
Her December 1999 Millennium Issue, possessing a simplistic page layout and a reflective, mirror-like cover - giving the illusion that its reader was on the front cover - became the highest selling issue of the magazine, with circulation of 241,001.
More recently, her January 2017 issue was one of the first to feature a plus-size model on the cover - with curvy Ashley Graham describing gracing her first Vogue cover as "an absolute honour".
Taking over from Shulman after her departure is Edward Enninful making him the first ever black male editor at the helm of the fashion bible.
Enninful, who hails from Ghana and is the son of a seamstress, has been fashion and creative director at W Magazine since 2011.
Enninful, 44, will assume his role on August 1 and Condé Nast International chairman and chief executive, Jonathan Newhouse, says he is "supremely prepared".