When ELLE magazine revealed the cover girls for its annual Women in Hollywood issue in October, all anyone could talk about was Melissa McCarthy’s coat.

That’s because the magazine was heavily criticized for covering up the 43-year-old actress’s curvaceous figure while other featured celebrities such as Reese Witherspoon and Shailene Woodley flaunted their bodies in tight, skin-baring clothing.

Now, several weeks after the photos were released, the cover girl herself has spoken out on “The Tonight Show with Jay Leno” in support of her cover.

"I kind of wanted to look like the walk of shame," “The Heat” actress explained to host Jay Leno, who replied, “To guys, that's just got out of bed look, which is very sexy."

"That's what I was going for!" said Melissa, who doesn’t understand the big to-do. ”Like, how dare someone put me in a $3,000 coat? That's terrible!" joked the actress.

In fact, Melissa’s biggest concern regarding the shoot is why she didn’t get to keep the $2,225 wool cashmere Marina Rinaldi coat at the center of the controversy. "I want to know why I don't own the coat," she said. "I want the coat! I really want the coat!"

Soon after the firestorm began, a spokesperson for the magazine said in a statement, “On all of our shoots, our stylists work with the stars to choose pieces they feel good in, and this is no different: Melissa loved this look, and is gorgeous on our cover. We are thrilled to honor her as one of our Women in Hollywood this year."