The comedian, who identifies as gender-fluid, asked to be referred to as she and her back in December, and the request went viral.
The star said she sees her gender-fluidity as a "superhero" quality, and that she has been out since 1985.
The 58-year-old spoke to ITV News on Wednesday 3 February from her treadmill, as she finished her challenge to complete 31 marathons in 31 days.
Izzard said that using she and her was nothing new but that she had been asked by a TV producer how she would like to be referred to.
"I've been out for 35 years, I came out in 1985. I have boy mode and girl mode and I see it as a superhero kind of thing," she said.
"I'm gender fluid but I was in girl mode and I sat down and they said 'what pronouns would you like?' And I said 'well, she and her would be great'.
"They used them, the show was seen, a lot of people saw the show, and it went viral around the world."
Not everyone was supportive of the comedian's request, however. Speaking about the discrimination that transgender people often face, Izzard said: "If it's not affecting someone, then why do you need to lean in and stop other people just trying to create a little space for themselves to be positive.
"This is not an attacking thing, this is just existing."
Izzard spoke in more depth about her gender identity during an appearance on Simon Thomas's Life, Interrupted podcast earlier this week, explaining that she first questioned the gender she was assigned at birth when she was four or five.
The star said she has a "boy mode" and a "girl mode", explaining: "I am gender fluid, I do seem to be a mixture, but I'm now based in girl mode as a trans woman. And now that pronouns have come out [it] feels like a promotion, I'm very happy with that."
Izzard explained to Lorraine Kelly last month that her chosen pronouns are a “request but never a demand”, and appeared visibly emotional when Kelly called her a “fantastic woman”.
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