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.
"I was an alcoholic and a drug addict and I sobered up and decided I didn't want to be an artist anymore because I started to get a little bit famous and I was destabilising in some way.
"So I decided what didn't exist in pop music at this moment and it was mystery. I mean there's pictures of everyone on Instagram at the dentist!"