But Greenfield has offered her defence, claiming the combination is quite tasty.
"It's not something I commonly do anymore, I did it very frequently growing up," she said on Fox 5. "And I still do it sometimes at stadiums ... I started by saying to (my nephews) 'Listen guys, I'm going to do something. It's a really big secret. Don't tell your parents, don't tell any adults, don't tell anyone because it's really weird and I'm really embarrassed by it. It's a secret. And then they caught me.
"I got a text five minutes later from a friend saying 'I just saw you dipping a chicken finger in Coke on TV' and I said 'Ohhhh no'.
"It's very strange. I'm a very strange eater in general. My Dad had me doing it when I was younger. He was like 'if it's hot, you can cool it off' ... that was where it originated and then I just really liked the taste."
In a separate interview with Sports Illustrated, Greenfield said it has to be regular Coke — not even diet — and that she sticks with chicken and has never ventured to fries.
"I don't drink the soda because, yes, it gets greasy," she said. "That's too gross for me."
"Listen, it's not something I do often anymore. I was more just messing with (my nephews)," she added. "I was hungover. I was like listen guys, this is gross, watch me do it, haha. It's not that common, but maybe like once or twice a year.
"I was just in, like, an 'I don't give a f***' mode. I was like, I'm doing this. I didn't think I was being seen!"