Wintour, taping an appearance Monday on Letterman's "Late Show," labeled them "interesting."
Letterman, who called himself a "dope" who doesn't know anything about fashion, flashed a view of his gray stockings and invited Wintour to "take a look at those, honey."
Wintour, making her first appearance on CBS' "Late Show," is featured in the new documentary "The September Issue" about production of the 2007 issue that — arriving before the recession — was the biggest in Vogue's 117-year history.
The magazine editor made light of her image as an imperious and tough boss, but acknowledged that she is direct with her staff.
"Well, I'm very decisive and I try and give very clear direction to the people that I'm working with, and sometimes, unfortunately, they don't hear the answer that they would like to hear," Wintour said, according to a CBS transcript.
She's not "always warm and cuddly," she added, but she appreciates excellent work.
"Have you ever put anybody in a headlock?" Letterman replied, drawing audience laughter.
"Maybe you?" Wintour said.
She waved away the notion that she was the model for the cold, driven editor played by Meryl Streep in "The Devil Wears Prada," noting that Miranda Priestly was part of a fictional tale.
The September issue, which Wintour called the fashion industry's benchmark, comes at the start of the fall fashion season and is particularly important during the industry's "challenging time," she said.
Letterman asked what a person whose fashion budget was slashed to $20 by economic hardship might do with the money.
"Well, you could buy lipstick," Wintour replied.
Related Content from AccessHollywood.com:
VIEW THE PHOTOS: Gisele Bundchen: From The Runway To The Red Carpet
PLAY IT NOW: Renee Zellweger & Sienna Miller Shine At 'The September Issue' Premiere
PLAY IT NOW: Fashion Rules At 'The September Issue' NY Premiere (August 19, 2009)