Lennox's last record deal recently came to an end, and she has no intention of committing to another long-term contract.
But the Scot isn't ready to follow in the footsteps of Radiohead and distribute her tracks online because it allows fans to download for free.
Lennox tells Spinner.com, "I don't want to go into the corporate structure. I never wanted to be in the corporate structure in the first place.
"I have issues in some way with people downloading. If I want to make a certain kind of record I personally have to get the band together, the studio engineer, the producer.
"I have to pay a good deal of money to make that happen. If people just download it that means I'm indulging in a very expensive hobby.
"I don't quite see how people can do that and have it make sense. I can't go into Starbucks and demand free coffee. We're in this capitalistic system where nothing is for free except music."
Source: WENN