Vonn, whose face adorns the covers of countless magazines and websites, transcends skiing -- her astonishing success and Olympic gold have made her a household name in the U.S.
Her high-profile lifestyle, and past relationship with golf superstar Tiger Woods, brought yet more attention as well as parties, film premieres and galas.
But Vonn says being faced with hundreds of cameras pointed in her direction is something she'd rather avoid.
"I'm probably the least confident person off the slopes that you'll find, shockingly enough. I feel like when I get on red carpets and stuff, it's kind of like I'm playing a role.
"I feel like I'm dressed up and it's an alter-ego almost, whereas in real life I'm pretty shy and I'm not super-confident all the time, which is weird.
"I definitely feel out of place sometimes on the red carpet."
She says her strenuous workout regimes may help her put on muscle, which helps her deal with the demands of the ski season, but make her wary of the way she looks.
It wasn't until meeting U.S. comedienne Amy Schumer on the celebrity social circuit that she began to feel more comfortable with herself.
"I'm just bigger -- I'm a big girl," Vonn said. "One of the best things about meeting Amy Schumer was that she was a little bit bigger.
"We were comparing our butt sizes and we were like three times bigger than anyone else at this fashion show we were at.
"But it's hard to find people like that. It's not the norm. And I think it should be. Maybe it will be eventually but right now it's definitely not."
The most successful ski star in U.S. history, Vonn has won more World Cup races than any other female racer.
Her downhill victory at the 2010 Winter Olympics in Vancouver propelled her to stardom and into the public eye.
She believes those experiences will prove crucial in helping young women deal with the demands of society.
"Sometimes it just takes a smile or hello and it can change someone's life," the 31-year-old says.
"What I really want to do with this foundation is inspire, encourage and empower them, to give them the tools to be confident in themselves.
"I want to tell them they can be anything they want to be because especially with social media, it's really hard to believe in yourself.
"A lot of people put you down and it's really easy to do that from behind a computer screen or telephone."
Meanwhile, Vonn lost ground in her bid to win a fifth overall World Cup title when she was disqualified at Monday's giant slalom race in Lienz, Austria.
Swiss rival Laura Gut claimed the 16th World Cup win of her career, and fourth this season, to move 158 points clear of the Minnesotan.
Vonn, who missed a gate on the first run, was 13th in the giant slalom at Courchevel, France on December 20. She won her first four races this season, including three at Lake Louise, and was second in alpine combined at Val d'Isere.
"It's too early to think about the overall yet," said Gut, who beat Lichtenstein's Tina Weirather by 0.12 seconds. "After Lake Louise I was far behind Lindsey. It can change so quickly."