The singer plays The Arches on Wednesday night but has spent part of the past few years performing at fashion shows and modelling for Chanel designer Karl Lagerfeld.
"It's strange, but it's really fun," she says.
"It's definitely not anything like a normal show, and you get to see a lot of interesting characters.
"It's a whole different thing, and I enjoy doing it, although sitting opposite Anna Wintour and doing some work with Karl Lagerfeld, it's quite a funny world.
"When it feels right and doesn't clash with my own visual aesthetic I'm happy to delve into that world."
The songstress is unlikely to let modelling ever take over from music, however.
Her first album was nominated for the Mercury Music Prize and last year's second effort One Breath added both lighter and darker shades to her music.
It's the 33-year-old's live gigs, however, that have earned her most attention. While she's a softly spoken interviewee her on-stage vocal is booming and defiant and her guitar playing borders on the ferocious.
One Breath itself features a contrast, including some of her heaviest material, such as the grunge tone of Love Of My Life, and more tender moments.
"I think I wanted there to be a combination of ugliness and beauty on the record, and for there to be some extreme emotions," explains Anna.
"A lot of the songs have that idea in them, like One Breath or Love of My Life - it's quite extreme.
"Something like Love of My Life was definitely a fun one to record as it's a song about desire, so I wanted it to be aggressive and fevered, as that suited the story of the song.
"The music should tell the story as much as the lyrics."
For her lyrics, Anna tapped into a more personal side of writing than she had on the first album. The death of a family member prompted her to pen tunes that tied into her own life directly.
"I had to make a conscious decision not to shy away from being more open," she says.
"It felt very much like the right thing to do though because the best thing you can do as a writer is get as much honesty as possible in there. That's what I was trying to achieve on this record."
The other major difference for the singer was that she recorded One Breath far more quickly than her previous effort. This was something she believes benefited the record.
"On the first record I'd spend hours deliberating what to do," she adds.
"I think it's always intriguing to avoid that, and the time in the studio this time wasn't so short that I wasn't able to do what I wanted to do.
"I'm a perfectionist so if I'm given more time I'll spend it, and that's not always to the benefit of the song."
Aside from One Breath, Anna's also experienced a different side of music in recent years, having served as a judge for the Mercury Music Prize. Being a critic rather than a performer proved an interesting experience.
"I found it really difficult as there was so much great music, and trying to chose what deserves what to be a Mercury album and what doesn't, it's kind of a grey area," she says.
"It was good to see that the judges all cared about it so much though, and did the best for the artists."
Now she's back on the road, including her Glasgow stop this week.
Touring life does present one difficulty for the singer, as she's a strict vegetarian.
"It's a bit of a nightmare," she says.
"It's really difficult in certain countries, like Germany and France, so I end up eating bread and cheese a lot. It's very glamorous…"
Anna has enjoyed plenty of success in France, and her first tour in support of One Breath saw her play several French shows. She suspects she knows why her music goes down so well there…
"It's probably the romanticism of it in France," she says.
"They like the passionate chanteuse element that's in the music. I think I'm pretty romantic at heart, and that's in the music…"
l Anna Calvi, The Arches, Wednesday, £14, 7pm