Cara Delevingne Models in Rihanna's Lingerie Fashion Show But Says She Prefers Going Commando

"Everyone looked so gorgeous and was lifting each other up," Delevingne says about the vibe backstage at Savage x Fenty

Cara Delevingne, 27, and Rihanna, 31, are close friends now, but the Carnival Row actress was completely starstruck when she first chatted with the superstar singer.

Delevingne, who walked (and danced on) the runway at Rihanna’s Savage x Fenty fashion show on Tuesday evening at Brooklyn’s Barclay’s Center, recalled her shocked reaction when the mogul complimented her.

Cara Delevigne
Dimitrios Kambouris/Getty

“The second time we met, I was sitting in the audience and a bodyguard came and [brought] me [to her],” Delevingne tells PEOPLE on the red carpet of the Savage x Fenty show. “She opened the door and she was like ‘You are a rock star.’ I looked behind me and was like ‘Wait me? That’s weird because you’re the one who’s the rock star.’”

The actress goes on to talk about the close friendship they’ve developed. “Rihanna has always been so lovely and such a good friend,” she adds. “I am awe of her and just so proud.”

Cara Delevingne
Dimitrios Kambouris/Getty

Rihanna tapped Delevingne to be one of the models in her latest Savage show, which featured a dance performance with models wearing the brand’s new designs, set to air on Amazon Prime Video on Sept. 20.

“Everyone looked so gorgeous and was lifting each other up,” the model notes. “It’s so inclusive and is such wonderful feeling backstage. There’s so much love involved. The way she makes people feel about music is special and loved, and that’s exactly what she’s doing with the show. It’s different. I’ve never seen anything like this.”

As Delevingne donned Fenty lingerie on Tuesday night, she recalled one of the first pairs of underwear she bought for herself.

“The first pair of underwear I bought was really cheesy Disney underwear,” Delevingne tells reporters on the carpet, and even jokes, “But I don’t really like wearing underwear.”

Before slipping into her electric green lingerie for the show, the actress walked the carpet in a black Reformation mini dress with a bralette peeking out. While Delevingne walked the carpet solo, girlfriend Ashley Benson was on-hand to watch from inside the show.

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