Madonna says having 'lovers three decades younger' than her makes people 'uncomfortable'

Madonna refuses to live a "conventional life."

The 58-year-old music icon covers Harper's Bazaar's 150th anniversary issue, hitting newsstands Jan. 17, and admits that throughout her life, she has felt "oppressed."

WATCH: Lady Gaga Thanks Madonna for Her 'Inspiring' Billboard Women in Music Speech -- 'You're So Brave'

"I know a lot of people would go, 'Oh, that's ridiculous for you to say that. You're a successful white, wealthy pop star,' but I've had the s**t kicked out of me for my entire career," she says. "And a large part of that is because I'm female."

Madonna adds that her lifestyle choices have also made her susceptible to criticism. "I've created a very unconventional family. I have lovers who are three decades younger than me," she explains. "This makes people very uncomfortable."

See more photos of Madonna through the years:

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Madonna through the years
Madonna And Guy Ritchie Arriving At The World Premiere Of Rocknrolla, Odeon West End Cinema, Leicester Square, London. (Photo by Mark Cuthbert/UK Press via Getty Images)
London, UNITED KINGDOM: (FromLtoR) US Pop Star Madonna, her husband and British Film Director Guy Ritchie and children, Rocco and Lourdes arrive at the British Premiere of animated film 'Arhur and the Invisibles', 25 January 2007, in London. Madonna's provides the voiceover for one of the film's characters. Actors Harvey Keitel and Robert De Niro also appear in the film. AFP PHOTO / CARL DE SOUZA (Photo credit should read CARL DE SOUZA/AFP/Getty Images)
X-mas is coming early! Pre order my album and download 6 tracks! Happy Holidays! ❤️#rebelheart
US pop diva Madonna sits among Malawian children during a visit to the Mkoko Primary School, one of the schools Madonna's Raising Malawi organization has built jointly with US organization BuildOn in the Kasungu District, Central Malawi, on November 30, 2014. Madonna met Malawi's new president on November 28 after her VIP status was restored in the country where she adopted two children but then fell foul of the former government. Madonna has adopted two children from the country, which officially has more than a million orphans and vulnerable children. AFP PHOTO/AMOS GUMULIRA (Photo credit should read AMOS GUMULIRA/AFP/Getty Images)
US star Madonna (L) walks out with Dr. Eric Borgstein(R) after visiting the Queen Elizabeth Central Hospital (QECH) on November 27, 2014 where he launched a new project with Ministry of Health to construct a pediatric surgery and intensive care unit at the hospital in Blantyre. AFP PHOTO/STRINGER (Photo credit should read STRINGER/AFP/Getty Images)
TORONTO, ON - SEPTEMBER 11: Director Guy Ritchie and wife Madonna attend theToronto International Film Festival gala premiere of 'Revolver' at Roy Thomson Hall September 11, 2005 in Toronto, Ontario. (Photo by Evan Agostini/Getty Images)
NEW YORK, NY - NOVEMBER 05: Editor in Chief WSJ. Magazine Kristina O'Neill, dancer Charles 'Lil Buck' Riley and Madonna attend WSJ. Magazine 2014 Innovator Awards at Museum of Modern Art on November 5, 2014 in New York City. (Photo by Jamie McCarthy/Getty Images)
NEW YORK, NY - OCTOBER 30: (Exclusive Coverage) Kanye West, Madonna and Riccardo Tisci attend Keep A Child Alive's 11th Annual Black Ball at Hammerstein Ballroom on October 30, 2014 in New York City. (Photo by Kevin Mazur/Child2014/WireImage)
NEW YORK, NY - NOVEMBER 05: Madonna speaks at WSJ. Magazine 2014 Innovator Awards at Museum of Modern Art on November 5, 2014 in New York City. (Photo by Mike Coppola/Getty Images)
NEW YORK, NY - NOVEMBER 05: Madonna attends WSJ. Magazine 2014 Innovator Awards at Museum of Modern Art on November 5, 2014 in New York City. (Photo by Jamie McCarthy/Getty Images)
NEW YORK, NY - OCTOBER 30: (Exclusive Coverage) Madonna attends Keep A Child Alive's 11th Annual Black Ball at Hammerstein Ballroom on October 30, 2014 in New York City. (Photo by Kevin Mazur/Child2014/WireImage)
LOS ANGELES, CA - JANUARY 26: Singer Madonna arrives at the 56th GRAMMY Awards at Staples Center on January 26, 2014 in Los Angeles, California. (Photo by Axelle/Bauer-Griffin/FilmMagic)
LOS ANGELES, CA - JANUARY 26: Singer Madonna and son David Banda Mwale Ciccone Ritchie arrive at the 56th GRAMMY Awards at Staples Center on January 26, 2014 in Los Angeles, California. (Photo by Axelle/Bauer-Griffin/FilmMagic)
LOS ANGELES, CA - JANUARY 26: Singer Madonna and son David Banda Mwale Ciccone Ritchie arrive at the 56th GRAMMY Awards at Staples Center on January 26, 2014 in Los Angeles, California. (Photo by Axelle/Bauer-Griffin/FilmMagic)
LOS ANGELES, CA - JANUARY 26: (L-R) Rapper Macklemore, singer Mary Lambert and singer Madonna perform onstage during the 56th GRAMMY Awards at Staples Center on January 26, 2014 in Los Angeles, California. (Photo by Kevin Winter/WireImage)
LOS ANGELES, CA - JANUARY 26: Singer Madonna performs onstage during the 56th GRAMMY Awards at Staples Center on January 26, 2014 in Los Angeles, California. (Photo by Kevin Winter/WireImage)
LOS ANGELES, CA - JANUARY 26: Singer Madonna performs onstage during the 56th GRAMMY Awards at Staples Center on January 26, 2014 in Los Angeles, California. (Photo by Kevork Djansezian/Getty Images)
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WATCH: Amy Schumer Reads Open Letter to Tampa, Has Madonna Join Her Onstage in NYC

As she nears 60, Madonna says she's considering a career change. "I'm liking the idea more and more of just standing up with a microphone and talking," the "Material Girl" singer shares. "I keep telling [my former opener] Amy Schumer and Dave Chappelle and Chris Rock that I'm going to do stand-up and they'd better watch out. I'm coming. I'm coming right behind them."

Hello! We Are Fine!♥️ @harpersbazaarus @luigiandiango 🎭

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Madonna also wrote and plans to direct Loved, a big-screen adaptation of Andrew Sean Greer's 2013 novel, The Impossible Lives of Greta Wells. "'I feel like everything I do makes people feel really uncomfortable," she notes. "Why does this book appeal to me? Why did I want to adapt it into a screenplay? Because it touches me on so many levels and it deals with so many important topics. Right now, more than ever, it's an extremely timely story to tell."

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In December, Madonna spoke her mind upon accepting Billboard's Woman of the Year Award. "What I would like to say to all of the women here today is this: women have been so suppressed for so long, they believe what men have to say about them and they believe they have to back their man to get the job done," she said. "As women, we have to start appreciating our own worth and each other's worth, seek out strong women to befriend, to align yourself with, to learn from, to be inspired by, to collaborate with, to support, to be enlightened by."

Check out what Madonna told ET about her inspiring speech:

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