"And I'm like, 'Try soul-crushing pain and devastation and hopelessness, and you, too, will lose weight.'"
The Girls star and US President Trump have long had a war of words, with Dunham publicly campaigning for Hillary Clinton during the US presidential election.
"(Trump) said I was a B-list actor with no mojo. ... Here's the funny thing. Of course, it's a mistake," Dunham told radio host Howard Stern, according to Us Weekly.
"But we're talking about him like he's a person who is operating in a sane way; we're talking about him like a person who doesn't have a personality disorder."
Lena Dunham, Allison Williams, Zosia Mamet and Jemima Kirke attend The New York Premiere of the final season of Girls. Photo / Getty
Dunham, 30, famously said last year that she would move to Canada if Trump won the election - a move Trump backed.
"That would be a great, great thing for our country if she got out," Trump said in April last year.
The Girls actor and creator has been on the promotional trail for the final series of the critically-acclaimed comedy, wearing a series of stylish and polished outfits from designer Todd Oldham's archival collection.
They included a metallic silver maxi skirt and blackcami to the premiere party for Girls in New York last week, which she teamed with a black lurex jacket (below).
Actress Lena Dunham and musician Jack Antonoff. Photo / Getty