White, 24, greeted police Tuesday at the ROX Gallery and kept her breasts bare while she gave officers a tour of the exhibit, which features many explicit photos, including some of White masturbating, the New York Post reported Wednesday.
"I would imagine that a lot of people did [complain]," White said of the exhibit. "For some reason, they're so conservative in the U.S.," she said.
"It's not masturbation -- it's just making love to myself in the photographs," she said.
Police decided not to take any action against the gallery or the exhibit, which is scheduled to run through May 18.
2014: The Year in Music [PHOTOS]