"It's kind of like if we were talking right now and I just randomly started talking about Janet Jackson or something," Azalea told the radio host.
"To me, because I'm a famous person and I know a lot of the time people have opinions and they're not always accurate, I really try very hard not to give my personal opinions about people that I don't know."
She then threw in the ultimate Carey shade: "I don't know her. I've never met her."
Offering some advice to the younger star for the future, Azalea suggested that she should be "less judgmental".
"She's young and I hope she learns maybe to be a bit less judgmental when she's kind of in the same shoes," she said.
"I'm sure she's getting judged all the time as well by people who don't really know her. Maybe it'd be good for her to try to be a little more empathetic to other people that are in the same situation."