She's just been in the studio with Radio 1's Nick Grimshaw, trying to make him giggle while he goes about some serious radio presenting business; and she's daydreaming about her favourite UK delicacy - a sandwich from Pret.
When she discovers she's in the same building as the BBC newsroom, the star politely asks for a guided tour.
"I never get to do stuff like this," marvels the singer, as she walks wide-eyed past the studios and satellite feeds.
In this context, Del Rey is oddly anonymous. Jane Hill, who is preparing to read the lunchtime news on BBC One, doesn't even look up when the superstar squeezes past her desk.
It's a rare luxury for someone who's followed by paparazzi and the all-seeing cameras of TMZ when she's at home in California.
She addresses the lack of privacy on her new album, Lust For Life, where a song called 13 Beaches finds Del Rey searching for a spot "past Ventura and lenses plenty" where she can enjoy a romantic moment in seclusion.
When we sit down to chat, she reveals those same concerns stopped her attending the women's marches in Los Angeles, earlier this year.
"I drove my sister and her girlfriends to the marches," she says. "I thought about [joining in] but I felt, like, not really sure how it would go.
"I didn't really want to be a distraction to that group of 10 girls who were going. I wanted them to think about the actual march and not about me standing right next to them."
But the star is making her contribution in other ways. A new song, God Bless America And All The Beautiful Women In It, is an ode to womankind ("may you stand proud and strong"); while Coachella - Woodstock In My Mind, mines the contradictions of dancing at a festival "whilst watching tensions with North Korea mount".
It's a new dimension for Del Rey's lyrics - which have traditionally concerned themselves with "looking for love in all the wrong places".
"I kind of got jolted into the real world again," she says.
"Just being in California, it's such a liberal state, I was bombarded with the news every day. So my studio became like a think tank - during the elections it was a constant conversation with my producer and engineers and assistant engineers.
"And then obviously during Coachella, that news broke about North Korea and pointing missiles at each other. That was a bit of a rude awakening."
Del Rey's work rate is astonishing. Lust For Life is her fifth album in six years - and it bursts at the seams, with 16 tracks all co-written with her longtime producer Rick Nowels.
They record everything at his studio in Santa Monica, just blocks away from the beach, so it "never feels like work," she says.
"Just walking in every day and having a coffee together and taking a walk, and then we start.
"So it doesn't ever feel like I'm pumping them [the songs] out. Although it's definitely a blessing that I've been able to put out so much music."
On Lust For Life, the singer has opened up musically, as well as lyrically. The title track is a pulse-raising duet with The Weeknd, while Summer Bummer almost self-destructs, dissolving into digital noise and blacked-out beats, with Lana's vocals barely holding the song together.
She's also welcomed collaborators into her world for the first time - absorbing them into her aesthetic, rather than capitalising on chart trends.
"It was really fun!" she says of working with A$AP Rocky and The Weeknd. "I wanted those guys to add a little fire, a little energy to the record."
More daunting was inviting rock legend Stevie Nicks to duet on Beautiful People, Beautiful Problems.
"I was definitely nervous," says Del Rey of the recording session.
"She got off the plane at 10:30, so she didn't get to the studio until midnight - and she just breezed in, black on black, gold everywhere. She was kind of a vision.
"When she started singing, she told me she wanted to hear me sing something, too. And then I really freaked out!
"I said to her over the mic, 'I just sound so quiet compared to you.' And she was like, 'That's ok, you can be my little echo!'
"I thought that was so cool. I'm not as loud as her. My voice isn't as low as hers. But she loves it for what it is.
"That, as it was happening, was a career-defining moment for me."
Other songs on the album had a more troubled gestation. Del Rey says the closing track, Get Free, originally had a different title, and much more personal lyrics.
"That song started out really revealing," she says. "I wanted to summarise my whole experience over the last six years; and then I realised, I don't want to reveal everything."
Once the initial version was "out of my system", she says, the recording was "deleted completely then started from scratch".
The lyrics became more vague and more hopeful; and the re-recorded version ends with Del Rey referencing Neil Young: "I want to move out of the black, into the blue".
"I think it would have been hard for me to do interviews if I'd said a couple of particular things that I was thinking of," she says of the original.
"Kind of the way Ultraviolence did. It was harder to promote that record."
She's referring to the title track of her second album, which depicted Del Rey in a destructive, abusive relationship. Del Rey has previously hinted the song refers to her association with an "underground sect" in New York, which was controlled by a charismatic guru.
In concert, she has recently stopped singing the song's key line, "he hit me and it felt like a kiss".
"I don't feel comfortable with that lyric any more," she says now. "Whatever my concept of affection was at the time, it does not serve me any more. Obviously. Hopefully."
On Lust For Life she seems happier, more outward-looking than before. On stage, she's more confident, too.
Launching the album at a one-off gig in London, she's forced to abandon her performance of the opening track, Love.
Earlier in her career, she might have frozen. Now, she just sings it a capella, with the crowd stepping in as her own personal choir.
"I'm not exactly sure what happened, but I think my keyboard player was playing the wrong chords," she explains. "I was leaning in to him and saying, 'That's not it, that's not it' and he was like, 'That is it, trust me'.
"I listened for 10 seconds and I was like, 'Damn, I definitely can't get it'. I couldn't get it in rehearsal, either. So I just told him to stop. I feel bad - I was kind of abrasive.
"But that song is at the heart of the record and I thought it'd be weird if I didn't do it. So, luckily the people who were at the show knew the words and they sang along with me."
She listens with glee to a recording of the song - explaining how, because she wears in-ear headphones, she hadn't realised how loud the crowd had been.
"I'm so glad," she says. "Being in the audience, did you feel that, too?"
I tell her it was like being in church. "Oh, stop!" she beams, and bursts into laughter.
That good mood isn't going anywhere soon.
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Lana Del Rey is in a good mood.