"I don't think anyone's gonna be like, 'You look so good it's ruined my life'," she said of recent exercise kick. "There's nothing anti-feminist about being healthy."
Dunham, 28, was at a special screening in New York City for the HBO documentary she produced, "It's Me, Hilary", reported People magazine.
"I'm just exercising to be a person who will live past 50. I'm not like on a crazy diet," she said.
The author, director and actress told David Letterman last week that part of the reason she wanted to get healthy is because she was losing her breath "after walking up the stairs.