The Pakistani teenager, who became an international celebrity after surviving a gun attack by Taliban in 2012 for advocating education for girls, said she is worried about the lessons she will miss to collect the award.
The 17-year-old spent her first evening as the youngest Nobel laureate at home in Birmingham with her parents watching Pakistani television.
"I had caught a cold and wasn't feeling so good," she told 'The Sunday Times'.
Messages poured in from all over the world for the Pakistani girl who had to be airlifted to Birmingham two years ago for a life-saving brain surgery after the Taliban attack.
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Malala was aware that she might win the Nobel prize and had arranged for a teacher to come into her Chemistry class after 10 am on Friday once the award had been announced.
"We were learning about electrolysis of copper. I do not have a mobile phone so my teacher said she would come if there was news. It got to 10.15 and she hadn't come, so I thought: oh well, I didn't win. I am really young and I am just at the beginning of my work," she said.
"I think my teachers were more excited than me. Their smiles were bigger than mine. I just went to my Physics lesson," she added.