The 'G.I. Joe: The Rise of Cobra' actress thinks it is easier for male Hollywood stars to be successful and protect their private life.
She said: "The truth is, if you're a man it is a lot easier. I would love to be, you know, Johnny Depp - be a great actor and do great choices and be very private, I would love that."
"But you become a target for a certain kind of attention, and it's hard to shake. And I've done a lot of things that have probably inadvertently attracted attention. All sorts of things - just generally the way I live my life, going out, getting drunk, being seen," she added.
"So I suppose my behaviour, if you look at it from the outside, would seem as if I've somehow contributed towards it, or wanted it," she said.
Sienna accepts her outspoken nature has shocked many people in the past, but has now vowed to think before she acts.
The 27-year-old blonde beauty told Britain's The Guardian newspaper: "I worry because I know I say a lot, often. I've been so careless and loose lipped. Whatever I say, I get myself into trouble. And you know, it doesn't bother me - but my mother reads it, and just goes, please! It's more about the people that get affected around me."
"I'm basically a mass of contradictions. I've said things and meant them, but I'm obviously a very confused person who has no idea how they feel about things," she said.
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