The 21-year-old cover girl told the magazine that she had gotten a tattoo of a cross on the inside of her finger so that she could always show her devotion to God.
She explained that expressing her christian values was not always easy in a profession like hers.
"I was at a photo shoot, and I was wearing a cross necklace that my mom bought me, and somebody made a joke like 'Why are you wearing a cross?'" Upton told Elle.
"And then they took [my necklace] away," she added. "I was really affected by that. The whole thing made me realize that I do want [a cross] with me, at all times."
In the same interview, the blonde beauty confessed that she "felt terrible about [herself] for a solid month" following the release of her first Sports Illustrated cover because people started treating her like a toy.
"I'm a human. I'm not here to be used," she said. "I am a grown woman, and you need to figure your [expletive] out."
ELLE's issue featuring Upton will hit newsstands on August 20.