Iggy took to Twitter to share her view.
"I don't wanna live in the real world. I wanna live inside a music video all the time," she wrote, with a crying emoji.
In response to a follower who asked which video she'd like to live inside, Iggy said: "Right?! New game. If you could live inside any music video, which one would it be? I have to think about this too... There's too many good ones! "
One of Azalea's followers subsequently replied: "Slave 4 U, cause everyone looked musty but hot. That's me in a nutshell."
She later confessed to being a particularly big fan of Eve and Gwen Stefani's "Let me blow ya mind".
She wrote: "I think I'd live inside "Gwen & Eve "blow ya mind".. "It's the perfect video."
Meanwhile, the rapper previously said she "hates" some of her own songs and doesn't think some of her hits have "aged well".
She said: "Of course I get sick of my own songs. In fact, some of them I hate. Some songs I make and then they don't age well, and like a year or two later I'm like, 'ugh, what was I thinking?'
"Some of the songs I decide I hate, I still have to perform because the fans want to hear them. I think sometimes I feel defeated because I look at the chart and see how much streaming impacts it, and think, 'How can I win when I'm up against THAT?' But I also feel like: 'Okay, and?' There are two options. Quit. Or shut up and just keep fighting. So I'll keep on fighting!"
( With inputs from IANS )