The Oscar-winning star, 27, said in a Facebook posting she was also "extremely offended" by what she called the "utterly ridiculous" reaction on social and mainstream media to the photo, taken as part of promotions for her upcoming movie Red Sparrow.
The picture, taken outdoors on a bitter winter's day in London earlier this week, showed a bare-shouldered Lawrence wearing a black gown, while actor Jeremy Irons and three fellow cast members donned thick wool coats.
Many commentators saw the photo as a reflection of the pressure on women in Hollywood to look good, particularly given Lawrence's previous outspoken criticism of the gender pay gap in the movie industry.
Lawrence, one of the most sought-after actresses in Hollywood, was having none of it.
"That Versace dress was fabulous, you think I'm going to cover that gorgeous dress up with a coat and a scarf? I was outside for 5 minutes. I would have stood in the snow for that dress because I love fashion and that was my choice," she wrote on Facebook.
"This is sexist, this is ridiculous, this is not feminism," she added. "It's creating silly distractions from real issues. Get a grip people."
In Red Sparrow, Lawrence plays a Russian spy whose first mission is to target CIA agent Nash (played by Australian Joel Edgerton). It opens in Australia 1 March.